As far as the evo goes.. the usb is fine for midi....
But definetly do NOT use the onboard sound if you are doing anything serious.
The chipsets always blow... and furthermore most of the implementations are done in software anyhow which yields massive cpu overhead.

You are also putting yourself at the mercy of a crappy 1/8" headphone jack and (in some cases) all of the noise in system.

Definetly go with something external ;)