I was looking into this myself... from what I could find, current boards using the Silicon Image 3114R, ULi M1575 and nF4 SLI/SLI X16 all support RAID-5. The ASUS A8N-SLI Deluxe/Premium and ASUS A8R-MVP come to mind, as well as the MSI Neo4 Platinum. I'm not too sure about Intel-based boards. RAID-5 is certainly not limited to "expensive intel motherboards or amd server compatible types".
That said, current onboard RAID controllers are still software based and incur significant CPU overhead... especially with parity-based arrays, such as RAID-5. From what I can see, this also translates into reduced write performance, which is when parity calculations are performed.
Entry level PCI/PCI-Express controllers are becoming affordable and include monitoring software (Broadcom, 3Ware, etc). While the dedicated controllers do perform better then the onboard controllers, they are still lacking somewhat.
I was thinking of going RAID-5 with a new build but have pretty much passed on it at the moment given the CPU overhead and performance. HDD's are cheap these days, but throw in the cost of a decent controller and the cost still makes running RAID-5 at the desktop discouraging.