Depends on the RAID level and card type really.
In general motherboard based controllers are fine for RAID0 or RAID1, normally they're on the south bridge or PCI-e bus so there's rarely a bandwidth bottleneck. For any parity based RAID level (3,5,6 etc) then an add in card with an onboard controller chip is vital as handing off the XOR calculations to the CPU will severly reduce write performance, as happens on mobo based RAID5 controllers.
The problem with add-in cards though is that they can be bandwidth limited, PCI is limited to 133Mbps and can be easily saturated by an array of quick disks. 64bit PCI-X cards are a popular way round this but boards for them are expensive server products. PCI-e cards are coming with 4x and 8x cards providing plenty of bandwidth at reasonable cost for SATA arrays.