I'm not sure how you can add it after it's shipped (Dell probably has a kit), but the integrated PERC 6i controller has worked well for us. Really it's just a RAID key (ROMB - RAID on Mother Board), some memory, and a battery pack. The drive controller built into the motherboard has RAID capabilities which are activated by the ROMB key.
We run anywhere from SAS 15k drives to 7.2k SATA drives (not in the same server!), and it seems fast enough. Nowhere near the speed of our SAN, but that is to be expected.
I don't have (much) experience with Dell's add-in PERC controllers (especially on the 2950's). Supposedly they are a little bit better than the integrated PERC 6i, but we have not needed it. If you have an external SAS/SCSI shelf, then you'll need the add-in cards.
PERCs are re-labeled MSI controllers, and are very good and easy to configure. I highly recommend them.
Also, what kind of drive configuration do you have? There are 3 or 4 backplane options, I think. 4x3.5" drives, 6x3.5" drives, and 6 (or maybe 8?)x2.5" drives. Then, you need to make sure you have the right drive caddy/carrier/sled for the drives that you have (SAS or SATA). You cannot purchase them separately from Dell, and they aren't cheap when you need a lot of them from 3rd party vendors.
Best option is to build the server from Dell the way you want it. It's MUCH cheaper than adding on later, and everything is ready to go. So, if you have the option of returning the server to Dell (they have a good return policy), I'd recommend doing that and custom building the server you want.
Also, Dell will not (fully) support 3rd party drives, even if you get the near-line SATA drives (RE4's, etc). Dell certifies their own drives, which are usually relabeled Seagates or Hitachis, but they DO add their own firmware, and they fully support that. We run mostly "Dell" drives, though we have added some RE3's in a RAID1 set on one server, and it has worked well, although the Dell monitoring utilities complain that they are not certified drives.