On my motherboard, at least, the Realtek ALC889A analog outputs were prone to noise whenever I moved the mouse or had disk activity going. Very obvious with headphones like the AD700s. Meanwhile, my X-Fi Prelude (and later, the X-Fi Forte) are immune to this.
That said, the other big reason for my use of X-Fi cards would be the gaming performance. Yes, I still play my fair share of older titles that use EAX, and CMSS-3D Headphone is a must for me no matter what game it is (but especially DirectSound3D or OpenAL titles so that I hear exactly where everything's coming from, even above and below). Performance may not be improved that much on a modern computer, but quality most certainly is improved.
Also, my HP 2730p has a headphone jack that is unusually free of buzz, hiss, or other undesirable artifacts. Not what I'd expect on a business-class notebook where sound tends to be an afterthought at most.
Edited by NamelessPFG - 9/30/11 at 4:41am