One thing that is likely to improve if you buy an audio interface is latency of the sound, recording and playing. Common motherboard-integrated soundcards are likely to be able to squeeze to 50ms while a dedicated USB of Firewire interface will give you less than 10ms, partly because of dedicated ASIO drivers. I have an EMU Pci card and I can do 14ms. 6ms if I'd reinstall windows and clear it of everything else than audio stuff, was like that when I built the pc and it was 'clean'.
"prosumer" cards can also deliver much hotter signals, allowing a smaller signal to noise ratio. Some cheap motherboard sound chips also have a tendency to introduce artifacts in to the signal from hard drive seeks and even mouse movement...
But as said, you really dont need one unless you want to route your sound to or from outboard gear.
If you want to try with less latency you could try the ASIO4ALL drivers instead of wdm ones for your sound chip.