FX processors don't have a built in GPU, I believe some of the AM3+ motherboards still have integrated graphics on them, but they're rather weak considering it's the same graphics chipset AMD used 4 years ago. They struggle to run the original Left 4 Dead, I ran that game on a Radeon 4200 once, wasn't worth it.
The HD3000 graphics on the I5 will perform better, and paired with a good discrete card the I5 will out game any FX processor anyway.
A llano fusion is only an appropriate choice if you don't intend to add a graphics card later. Say you wanted just a mild system to surf the web, watch movies, play little games here and there like WOW, League of Legends, Runescape, etc. It can handle some high demanding games, but for a purely gaming system, its not very appropriate.