So what exactly are the advantage of sound cards in gaming
Very little. The latest from Creative (X-Fi series) support the latest revisions of EAX. Whether or not you will notice (or care) is another question. Having a dedicated sound card does free some system resources that would otherwise be used by onboard sound... but it's not a big deal.
If you're concerned with gaming, you won't need a special sound card. You will most likely NOT tell a difference between an X-fi and a recent, decent onboard setup.
If you're really into audio quality or audio recording, then a more professional setup is in order. It all depends.
I am pretty serious about sound quality, but the HD Audio integrated into my P35-DS4 board sounds great, run through a headphone amplifier to my Sennheisser headphones. It sounds 95% as good as my Audigy 2 ZS, and that has been crashing games a lot recently, so I took it out.
Start with onboard, and get a card if you really feel like spending the money later
~MiSfit