Many computer's built in audio jacks are awful, so I wouldn't use onboard sound. I would get an audio interface, something like
these Behringers will do very nicely and are a lot less expensive than those Audioengines. If you want to get fancier than those barebones Behringers, check out this
Lexicon interface. It is still a lot less expensive than that Audioengine interface, and it has more features. That audioengine DAC just isn't a very good value, it is depending on the consumer's ignorance of pro-audio interfaces for any sale.
The Audioengine speakers are fine, but they still aren't my first choice, although they are not a rip like their DAC. If you want an easy natural bass, you will end up having to get something with big woofers, there is no way around this. Even if you get a sub, it will still be better to get a speaker with larger woofers so the crossover point is can be lower for less localization. In my experience, localization is a bigger problem with near-field setups, so I would try to go for as low of a crossover point as you can get. One of my favorite budget monitors for this is the
Mackie MR8mk2. The Rokit 8s are not bad either. Either will give you solid powerful bass down to the 50 to 60 hz range. They will be a lot more dynamic than the Audioengine speakers. The Audioengine speakers will sound tinny and thin compared to these, especially as you turn the volume up. If there is a pro-audio store around you like a Guitar Center, go there and demo some of their monitors. You will hear the difference for yourself.