i think what people are afraid of is people reading this thread and believing that there is ABSOLUTELY no difference between different DACs/Amps. I feel that the difference between a crappy dell motherboard integrated sound and even a mid-range soundcard is drastically notable. Even my current Gigabyte DS3 motherboard's integrated sound isn't up to par with a Chaintech AV710 soundcard (which has a wolfson DAC chip), the difference in sound is very clear and audible. The integrated sound is very thin and has absolutely no bass, upon connecting my AV710 i could hear a marked increase in bass and fullness in the entire spectrum.
Now, the difference between my AV710 and Sparrow is not as big a jump, but still notable and well worth it IMO. Whether this increase in sound quality is worth $200 is up to you to decide. But I feel what the Sparrow does for you is increase your options in terms of quality headphones since you are now able to drive them. The AV710 would not be able to drive the HD800 to even close what it is capable of, the Sparrow, although not as powerful as a dedicated full-size amp, can drive it with authority in my experience.
the difference between a much more expensive DAC/Amp (think $500+) and the Sparrow is not as big a jump, and that may be what Carl is trying to get at. if Carl's motherboard has integrated sound on the level of my AV710 soundcard, which is very quite well possible, then i can see why he's not experience as big an improvement as he expected.