Well today I grabbed a Sound Blaster Audigy NX 2.
I hooked it up to my Epia 10k (to replace the onboard sound). Installation was a breeze. I immediately noticed a huge sound quality difference. The music was clearer, could go louder and there was MUCH more bass.
I didn't experience any of the other issues mentioned here (strange noises coming from the NX, poping, or lots of CPU usage). The only small issue I've run in to, is Frodo's XM app won't mute the line-in upon exit. I think this has something to do with the Audigy's dual mic/line in port. I'll have to investigate further.
Because I wanted to put the NX behind my LCD, where I had already run a USB cable and installed a USB hub, I spliced a USB cable with the barrel plug connector end of the Audigies power cord. I connected the +5v line on the USB cable to the positive wire, and the Ground line to the negative wire. I was a bit worried that the Audigy would want to pull more current than the USB rail would provide, but this doesn't seem to be an issue.
The audigy comes with some software of varying degrees of usefulness. One nice thing, is the equalizer software. Some of the other features, like bass boost, seem to be realatively useless, as even at very low levels of "bass boost", you can hear distortion. I think this distortion is pre-speaker - that is, it's is somewhere in the amp/soundcard (I suspect sound card).
All in all, I'm VERY pleased so far with my purchase, it has made a big improvement in the overall sound quality in my car.