I...have a Blue Yeti too. Really nice, aren't they? (Also they are like $120, not that expensive. Pro mikes can cost thousands, and it pays to do your homework. #notanad)
And yeah, I'll back that up - you kinda need to have a quality mic and headphones/speakers to hear your voice reproduced well. Otherwise, it will sound distant, like your mic was listening from far away. (Which it probably was.)
My current mic rig does the job well IMO, but I was never bothered as much by the distant quality of my in-computer mic as much as the lack of sound quality. Also the fact that I need voice lessons.