Depends what you mean by "on board stuff". A NIC card is most likely to be an on-board device nowadays. Whether your ethernet interface is on-board or a separate plug in card the serve the same function in which you choose to use will make no different whatsoever to its operation. The only difference might be in data transfer rate and this would only be worth considering in relation to transfers within your internal network as for normal users the ethernet data transfer rates are massively higher than internet connection speeds.