First, some background...
- The chassis fan headers provide support for both 3-pin and 4-pin fans. When the board powers on, the fan control circuit for each header detects which type of fan is installed. If it is a 3-pin fan, the circuit controls the speed of the fan by varying the voltage provided to the fan. If it is a 4-pin fan, on the other hand, it includes built-in support for controlling the fan speed on its own and the circuit thus continually provides 12V. In this case, the 4th pin provides a pulse-width modulated (PWM) signal whose duty cycle tells the fan how fast to spin (the duty cycle of the signal indicates the percentage of full speed at which to operate).
- The CPU fan header does not have a circuit that support 3-pin fans; it only has support for 4-pin fans. If you plug a 3-pin fan into this header, it will continually operate at full speed. Even though the 4th pin may be specifying that the fan should lower its speed, the 3-pin fan is not receiving this signal (nor does it have a capability to do anything with it anyway) and it is continually getting a full 12V signal, so at full speed it runs.
- The motherboard contains an environmental monitoring and fan speed control capability. In Intel Desktop Boards previous to the 6 Series, this capability was provided by a separate IC. In the 6 Series and later boards, this capability is embedded into the Super I/O (SIO) IC (the same IC that provides support for such features as Consumer I/R, Serial Port(s), CMOS/Clock, Watchdog Timer, POST Code display (on select boards), etc. and etc.). The environmental monitoring capability exposes temperature, voltage and fan speed sensors. The fan speed control capability monitors these temperatures and, based upon programmed algorithms (thresholds, etc.), controls the speed of each fan.
Ok, you should now understand why your 3-pin fan is running at full speed if plugged into the CPU header and that you should really be using a 4-pin fan in this header. At the same time, you should also understand why it is better to plug the fans into the motherboard rather than just into the power supply. The motherboard's fan speed control subsystem will minimize the system's overall acoustic signature by slowing fans when thermal conditions allow.
Ok, that said, are there legitimate reasons for connecting the fans to the power supply and running them as full speed? Yes, there are. First of all, if you are overclocking the processor, its rate of temperature change will be higher than normal and the standard algorithms used by the fan speed control subsystem may not keep up with it, thereby allowing the processor to reach critical temperatures from time to time (even if only momentarily). Some people avoid this by locking the CPU fan at full speed. Secondly, when it comes to chassis fans, there are some pretty crappy 3-wire fans out there that, when their speed is changed, respond poorly acoustically. The best thing to do with them is throw them away and replace them with better ones (get 4-wire chassis fans, they are clearly superior). There is also the issue of psycho-acoustics. When fan speeds change, this is noticeable. The faster they change, the more noticeable it is. If it is noticeable, it can become irritating. For this reason, sensitive people like to lock their fans at full speed. Yes, this is louder, but, because the sound is not changing, you eventually don't notice it anymore.
That's a good introduction and enough for now...
Very interesting. I could tell empirically that there was a difference, but I did not know why. Thanks.
This system has a (now discontinued) Noctua NH-C12P SE14 cooler with a 3-pin NF-P14 140mm fan. It is strange that Noctua would have included a 3-pin fan with a cooler, but many of Noctua's products are geared toward overclockers. It spins at 1300 rpm, but is quiet so I never minded it running flat-out. Temperatures stay in the 30s unless the processor is being hammered.
Yes, Scott answered everything in his usual thorough manner.