If you have a concern about sound quality, in short PCI will sound better. You definitely can hear the differences.
The most obvious is, onboard audio are very prone to RF (radio frequency) interference. That steady high frequency, high pitched sound that could enter your recording.
Other thing is, PCI sound card will have better analog and (most of the time also) digital component. This dictate the overall quality of the sound recording capabilities like: lower noise, lower THD (total harmonic distortion), better conversion, etc.
As for your second question:
Most computer mic are crap anyway. It is only designed for internet voice messaging/communication. That way, the mic input on your soundcard also only designed to serve this purpose.
If you want to get good recording you need good sound card and good mic. The other option is to get yourself that new breed of USB Mic.
Good luck.