I wonder if sounds are quite different to folks with on board or dedicated sound cards ..or headphones v tv speakers
Yes. Onboard sounds are almost always skewed, as are USB audio sets. The few exceptions are USB audio DACS where the USB cable is just a pipe for the audio stream. The bottom end consumer audio cards are not much better, but can be much better with adjustments from a plugin equalizer. I prefer the top-end Creative cards because they have positioning included, but there are other options like the Yamaha audio interfaces that also act as external audio interfaces (Yamaha MG10XU for example), or the Behringer Firepower FCA1616 firewire/USB interface. Neither one will do positioning, but both offer excellent audio response and take the audio processing off of your MB entirely, free up the PCI(e) slots and offer other specialty options (sound effects, mixing and so on).
If you listen to my AH2/AH3 Tiger (1 or 2) at idle and don't feel the bass, then your audio is cheating you. After you get used to it then you will want more, as with anything.