>>4 First the normal "break in" time for a pair of headphones is between 1 and 3 weeks from my experience and usage habits your millage may very. Second equipment is a very personal experience for me I like a very neutral flat almost clinical frequency response curve that I achieved via a external sound bored, DAC and equalizer. Other people enjoy a more base rich sound with weak highs that are found in most fashion headphones of late such as Beats and skull candy I find the sound characteristics abhorrent but take what I say with a mountain of salt.
Finally an add in sound card from my experience is usually a decent option if you don't wan't an external sound card but most modern mother boards have quite good sound sections. Since you would need to spend $80+ to get a internal sound card that is better than most modern built on sound sections. The audiophiles over on http://www.head-fi.org/products/ know what there talking about when it comes to headphones and DACs so do some research and in the end it will probably come down to what DAC chip the company is using.