PCI is definitly the better way to go. I have lots of problems w/ recording audio over every USB one I've tried. If you don't use the input of the USB cards there just fine.
I think most people don't put a PCI one in cause they can't fit it easily in thier case.
I find the onboard audio to be quite good on most new motherboards. I would only upgrade for the increased feature set of PCI ones.