I agree to your order, Tigger, but only AH/gaming wise. The leading local combined computer/HiFi magazine claims that soundwise the USB version would be the best choice. Why is that? Simply because both on-board and separate sound cards are situated inside the case where magnetic fields from all devices are storming and causing interferences. USB headphones have a soundcard of their own outside the computer case, which acts as a Faraday cage keeping electromagnetic disturbances inside.
HiFi wise I've learned that the best choice would be an external self powered sound device (USB DAC) with gold plated connectors for headphones of your choice. Tube powered ones should give extra warmth to the sound...
Price wise I'd rather invest to a decent gaming rig with a shielded on-board audio device with good headphones than to a $ 4000 (four thousand) golden ear sound box.