It depends how good your mobo sound is, but several points that could be advantages over it:
ability to support full EAX in games
surround sound output
higher quality sound output (so long as you have speakers to make this worthwhile)
low latency (often essential in music production, prevents the sound from the line in being outputted after a noticeable delay)
soundcard header allows connection to front panel ports (not sure if all mobo's can do this)
Certain cards are better for specific things too. Creative are respectable all rounders, but are mainly designed for games. Some cards will output higher quality, but may miss off EAX or surround output etc; depends what you need