Check the titles you want to play. If any of them require a quad-core CPU (rare, but they're coming out), your only choice is the hyperthreaded i3, which appears to the OS to have four cores. Yes, there are some hacks that may allow such games to run on the Pentium, but I'm not sure that's a bet I'd take.
If you get the Pentium, you will be able to overclock it to at least 4.0GHz, even on a H81 or B85 board. Along with the cheaper chip, this will let you put more money into the graphics card and a better PSU (although the Antec VP-450 is a good budget PSU that can handle any card needing a single 6-pin PCIe cable, like a GTX960).
Edit: the stock cooler that comes with the G3258 is better than what the low-end chips usually get, is intended for overclocking, and will let you get to 4.2GHz (assuming the silicon lottery doesn't stop you at 4.0GHz, as happened on one of mine).