Most of the MAudio cards are very well supported (all of the Delta series at least), as are the RME Hammerfall cards. The Creative SB and Audigy cards are mostly fully-functional unser Linux but some still have one or two missing bits like "front panel analogue input not working" or something along those lines.
To see wether a soundcard is supported goto
http://www.alsa-project.org/ and see wether your card is listed there.
Hope this helps!