There's not much that can be gathered without an agent of some kind being present.
However, in regards to using an agent built-in to the OS as opposed to a third-party add-in, I now prefer the OS-supplied agent.
I went to various customers in a previous life to implement Unicenter TNG. TNG had an agent for Windows hosts that provided me much more data than that available through the Windows SNMP agent. It also had a config file that could be customized and mass deployed. The config file specified what metrics were to be monitored and the corresponding warning and critical thresholds for that metric. As a third-party showing the customer all the really cool things they could now see (and thus pay me to stick around an implement) this was great.
In my current job we've looked at NAC systems and the reason we did not go with a particular vendor was the need for an agent to be installed on a host in order to get a complete inventory of that device. As stated by one of the managers "our environment is getting a bit agent-heavy and is starting to cause performance and compatibility issues." This is easy to see as I look at my system tray and see icons for Outlook, AnyConnect VPN, AV, Intel ProSet (wifi), and MS App-V. I know there are a few other add-in agent services (i.e. NAC, SMS) running in the background as well.
The abilities of the various Orion modules to leverage OS-native SNMP and WMI agents, as well as user-view application performance, precludes the need to add another agent in my opinion. But if someone comes up with an agent that shows me something critical that I can't see any other way then I may change my mind again.
Edit: BTW - When we were putting that Unicenter agent on boxes the OS was NT 3.5 and 4.0. We also loaded Compaq Insight Agents. There was no WMI and compared to the third-party agents the built-in SNMP agent was very limited.
