I intend to install Alsa drivers for my sound card (maestro 2 on CA6300 laptop - Slackware9.0). Question is : how to activate Alsa modules on startup ? Modules.conf is probably not used in Slackware (am I right?). Do I have to insert then something in rc.modules?
And what is your opinion - is Alsa really much better then "native" kernel drivers?

You can add the load commands to the /etc/rc.d/rc.modules file or the rc.local file. I like to use the rc.local file just because I know everything that I load/configure manually is in there unless it is something that has to be started earlier in the boot sequence.

Usually the quality will depend on the sound card driver and how mature the driver is. Older drivers and sound cards that have been around for awhile there is probably little difference, if any, in quality. It is the newer cards that have more features to support. Therefore the alsa drivers may be able to tweak a card more than just the kernel drivers.