I don't know what everyone here is talking about.
For the most part, Xeons are identical to Core i5/i7 chips. There are a few minor differences - Xeons support ECC RAM, which is nice (although Pauls3743 is wrong: they don't require ECC, they just allow for its use if you would like). Aside from ECC support though, lower end Xeons and Core i5/i7 models are basically the same chip. For example, a Xeon E3-1275V2 is basically identical to an I7-3770, while an E3-1225V2 is basically an i5-3470. Some Xeons are even better for gaming - the Xeon E3-1290V2 is a quad with hyperthreading with a 3.7GHz base clock and a 4.1GHz turbo, which makes it faster than any non-overclocked i7 at gaming.
Even going to the high end, a similar trend emerges: the Xeon E5-1660 is basically the same as an i7-3960x. I would avoid the really high core count Xeons - they do tend to sacrifice clockspeed for cores, which isn't what you want when gaming. The lower and mid range Xeons are perfectly good for gaming though, and there's absolutely no reason not to get them.