Some of it depends on the headphone you are using. Many on board amps (sound card or ipod) just are not powerful enough to drive many of the better headphones.
On another point, its hard to tell the difference between amps with cheap headphones/earbuds.
I know for a fact that my nicer IEMs, which are pretty easy to drive, sound much better with my Hornet or Tomohawk, especially in the bass department.
If you can't tell an improvement with a better amp, over whatever you are using, try improving the source or the headphones.
And, in this particular case with the Fubar III, this is an external USB DAC, which will usually sound much better than an "onboard" sound card.