It depends on the impedance rating of your headphones. From my experience with a more expensive MSI Z77A-GD65, the onboard ALC898 wasn't good enough to drive my headphones(30-40 Ohm) to its full potential. I have since used a cheap USB DAC which does a lot better than the onboard.
The main problem I had with the ALC898 was volume. I do suggest purchasing the headset first, test with the onboard to determine if its loud enough for you, then decide if you need it. Sound is subjective; I most certainly felt that mine was underwhelming when it came to onboard sound quality and volume.
I recommend these headsets instead,
Steelseries 5Hv2 or
Logitech G230. Some Steelseries 5Hv2 sets does come with a USB sound card for audio and mic, acceptable sound quality. I'm unsure if this set comes with USB sound card.