/EDIT : 1000th post

DDDD
To be honest anything is better than onboard, those realtek chips are very bad... Having said that, the DG/DGX's crown jewels are the dolby headphone support, makes games a fair bit nicer to listen to, as well as movies... music not so much, but it's easy to toggle on/off. For gaming I would actually recommend the DG/DGX as the GO TO output device under a good ~£60 cause dolby headphone is THAT good...
For pure audio quality I would of course recommend going out via usb to a DAC, something like a fiio D03K or the D5 (if you need your mic to also go through the dac), although to be honest this again isn't going to blow you away sound quality wise, but it will be better than the DG/DGX, but then again it won't have the wonders of dolby headphone...
To be honest if I was in your situation and GAMING/MOVIES was my top priority, I would just get the DG/DGX. If you're quite fond of your MUSIC, and, very importantly, are planning to upgrade to a decent set of headphones, I would save up for a proper DAC like the Fiio E10 or simliar.
tl;dr :
GAMING/MOVIES : buy DG/DGX.
MUSIC : Save for a proper DAC, and plan to get good headphones.