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What comes in an Apple.

I should probably elaborate. An all-in-one motherboard is one that has a lot of devices that are usually on expansion boards, such as modems, sound boards, video boards, NICs, etc. This is generally a bad idea- it makes replacing the motherboard far more expensive than it needs to be, harder to replace (if you're trying to replace it with an identical one), and ruins some of the fun of computing.

There are instances of devices that used to be separate being put onto the motherboard to good effect (for example, disk controllers and serial ports), and the trend seems to be toward further integration, so I imagine all-in-one motherboards will become the standard.

And when that happens, I'll wax nostalgic for the "good ol' days", I'm sure.
Integrated all-in-one motherboards are fine for average applications. In actuality, they tend to be cheaper, since stuffing more discrete components into a single chip package is making motherboards less expensive to produce.

The big selling point for an all-in-one motherboard is that you don't have to go out and buy additional components. They are inexpensive and very sturdy, in my experience.

The downside to these motherboards is that it performs just adequately. It typically uses older technology or combines resources, such as an AGP video system that "shares" 8 Megs of RAM instead of using a dedicated memory source. The embedded sound systems perform fine, but are far from sonically clean and accurate. If you're building a generic box for your kid or as a second computer, all-in-ones are great. If you have a specific task in mind, such as a gaming computer, opt for externally added components and cards.

Traditionally, all-in-one mobos were damn near impossible to upgrade, as the integrated features couldn't be disabled, and they often had few or no standard expansion slots. These were the bane of my life when I worked freelance tech-support as a teenager; endless godawful Packard Bell or Compaq machines with no future, and earnest owners asking me how they could upgrade them. Erk.

These days, things aren't so grim, as integrated features can generally be disabled through jumpers or BIOS settings. Intel chose to add integrated graphics to their standard motherboard chipsets a while ago, and their current baby, the Intel 815e chipset, contains options for integrated graphics, sound and LAN capability, all capable of being disabled via the BIOS. With the integrated features disabled, it's a phenomenal power-platform for a nice big Pentium 3 Coppermine system, which means that integrated cheapo systems bundled with this mobo have vast upgrade potential.

One other thing not mentioned in this node is how small all-in-one systems can be. A English student on my corridor has a small Cyrix based box, roughly the size of a hardback book, far smaller than a laptop. It's impossible to upgrade, with everything integrated and no expansion slots, but it's fairly impressive anyway.

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