I'm running my Scarlett 2i4 along with my onboard sound (Realtek). For Windows, iTunes, VLC player, watching movies, etc, I use the Realtek and it goes to my Logitech 2.1 speakers.
For Sonar, I use the Scarlett (obviously), with main outs connected to my monitors, but I also run a y-connector from the 3/4 outputs of the 2i4 and swap it into my 2.1 speakers when I want to hear my mixes on a system with a subwoofer. It's a must for me for taming the lows in my mixes, as my little 5-inch monitors don't give me a good idea of the bass content.
The other reason I run the Realtek is that if I want to record an internet stream or something from a DVD, I can easily start Audacity, hit record, and get me a wave file. If I'm running the Scarlett by itself, I can't do this.