On average Ivy Bridge is about 5% more powerful than Sandy Bridge. Playing a CPU bound game like Skyrim, you might notice a tiny increase in frame frames... tiny.
Ivy Bridge Core i5/i7 CPU consumes about 15w - 20w less power than their Sandy Bridge counterparts. Since Core i3 only has two cores the power savings should be less than that.
Ivy Bridge CPUs supports PCI-e 3.0 on the motherboard assuming the motherboard has a PCI-e 3.0 slot. Sandy Bridge CPU only supports the PCI-e 2.0 standard. If you are not going to buy a $400+ graphic card two generations from now, then you need not worry. Mainstream graphic cards (like the current generation Radeon HD 7750) will probably not be bottlenecked by PCI-e 2.0 for at least another 3 generations from now.