Using the GPU embedded in the vast majority of modern processors is a good way to reduce the price of and entry level system, as indeed is choosing Linux for your OS.  Your performance is not going to match that of a system with a discrete GPU but with the newer GPU cores available you will be doing much better than the old days of the IGP.  The first portion of Phoronix's review of the Skylake GPU covers the various versions of driver you can choose from while the rest compares Kaveri, Godavari, Haswell and Broadwell to the new HD530 on SkyLake CPUs.  Currently the Iris Pro 6200 present on Broadwell is still the best for gaming, though the A10-7870K Godavari performance is also decent.  Consider one of those two chips now, or await Iris Pro's possible arrival on a newer socketed processor if you are in no hurry.

"Intel's Core i5 6600K and i7 6700K processors released earlier this month feature HD Graphics 530 as the first Skylake graphics processor. Given that Intel's Open-Source Technology Center has been working on open-source Linux graphics driver support for over a year for Skylake, I've been quite excited to see how the Linux performance compares for Haswell and Broadwell as well as AMD's APUs on Linux."

Here are some more Processor articles from around the web:

Processors