http://www.tomshardware.com/reviews/...ernet,800.html
The implementation and quality of the onboard can vary, if it's piped through the PCI subsystem, then it will be no better or worse than a similar controller on a PCI card, and it will probably be the most basic.
If it is connected at a higer level, then the issue of PCI bus load is avoided.
Interesting, the Intel Pro/1000 PCI card did pretty well too, my old machine had a Pro/100 card (well, same chipset) and it was smooth - the tuning options allow a good degree of interrupt reduction.