Just gone from an Audigy 2 to an X-Fi Fatality and I haven't noticed much difference. The Crystaliser is nice, and I haven't used any new games yet but CoD 2 sounds a bit better.
There is a difference, but it's not that great. I'm using a Yamaha DSP-A592 amp and Tannoy M2 and M3s.
EDIT: After connecting my centre speaker and subwoofer, I can say that this thing is awesome, sounds way better than the audigy.