So what's the situation here ? Is it a budget thing ?
You will need a discrete GPU to play those games, the on-board GPU on the i5 is not good enough.
The i3 is plenty of CPU for much more GPU than you plan to use so that is the way I would go.
Every one of the games he listed, though, is CPU bound, so the i5 definately offers a huge advantage. But like you said, no matter which option the OP goes with, a discreet card will be a requirement.
**Edit: Max Payne 3 is not CPU bound. GTA IV, Skyrim, and BF 3 are, though.