To clear that mess up:
In-Chipset VGA is slower than an AGP card, because it's using the system main memory. While the 3D engines are all capable 3D engines, the CPU will suffer because it has to share the RAM bandwidth with the graphics engine.
Onboard LAN, no matter if it's a one-piece LAN chip, or LAN-in-the-chipset with a CNR or ACR riser, always is your plain normal non-CPU-hogging bus master LAN device as found on a LAN card. In-Chipset LAN, while obviously not being faster on the LAN, might even save on PCI bus load - this is true for chipsets that connect their north and south through a faster bus than PCI, as do Intel's 8xx, VIA's DDR chipsets, and SiS all-in-ones. The riser approach just splits the digital MAC and analog PHY parts (data pump and physical interface) into two, reason: Mixed-signal chips are difficult to make, especially when it's a high integration part like a chipset south bridge or an all-in-one.
Onboard sound may be an onboard PCI chip, or an in-chipset digital engine that connects to an outside analog CODEC through AC97 bus(es) (see above for reason).
Again, one-piece or two-stage doesn't matter. However, there are both discrete sound chips and chipset-integrated sound engines that don't have their own brain, and have the CPU do all the work. Intel 8xx and VIA 686 south bridges have such stupidos, while SiS all-in-ones and VIA's newer 8231 and 8233 south bridges have intelligent 4-channel engines that are just as good and CPU cycle saving as your average sound card. As with LAN, when the south bridge part is on a faster bus, then chipset-integrated sound may even perform better than PCI sound.
Onboard modem, as do sound and LAN, yet again requires a digital engine and an analog CODEC and line interface. Performance depends on the engine, _but_ I have yet to see an onboard modem solution that isn't entirely software driven. Be it the popular C-Media 8738 PCI sound/modem chip or chipset integrated modem engines from VIA, SiS or Intel, they're all CPU hogs. Their _modem_ performance is good, surfing is just fine with them, but don't bother trying an online 3D game with those.
regards, Peter