Many lower end DSLR cameras come with a built-in flash. However, many more expensive cameras do not have them? Why? Essentially, a built-in flash can become a detriment to an otherwise excellent image. For many types of pictures, an external flash provides better lighting and more control over the final product.
You know you need an external flash to illuminate your subject at a longer distance. Many built in flashes only will illuminate to about five feet, at ISO 100 and f/8. To get more range, the f-stop and ISO can be changed, but this leads to less depth of field and more noise.
Another problem with a built-in flash is the difficult in illuminating a wide angle shot. The edges of the photo will probably be too dark. So in this case, an external flash is important.
A good external flash has up to 15 times the power of a built in, and four times the range. It also has its own battery supply and will not drain the camera battery.
The quality of the photo can be greatly enhanced by bouncing the light from an external flash off of a wall or ceiling. This is hard to do with a built-in. In most cases, the result from a built-in flash will be harsh and snapshot like. An external flash with an adjustable head can produce a much better image with softer light and shadows.
Therefore, for more natural lighting of your photos, strongly consider upgrading to an external flash.
One of the major downsides of a built-in flash is that light can reflect off of the back of the retina when pupils are dilated, as in a darker room. Red eye can be removed with photo editing, but it is better to ensure there is no red eye from the start.
The closer your flash is to the lens, the more chance that there will be red eye in the photo. The further your flash is from the lens, the more chance the photo will have no red eye.
To sum up, an external flash is an excellent idea for increased range, more natural lighting and to eliminate red eye in your photos.