No, rot all difference.
Many integrated ones don't have support for VSphere, and if you're running silly length cabling (100m +) you may see a small difference in terms of packet loss, but nothing to be concerned about.
Highly unlikely to decrease your ping, and any quoted CPU figures are either within the margin of error (2% increase/ decrease can easily be a background service not the NIC) or plain rot.
The *only* time they're of any use to a general consumer is if you're having issues with the internal NIC.
Your milage may vary if you're using a server with a support contract, but otherwise don't bother.
-Leezer-