The major marketers of laptops like HP don't actually make laptops. They buy them from ODM's (original design manufacturers). When making for mass market sales, the main "design criteria" is hitting a certain price point and the laptops are not designed for "upgrade-ability" as one of the major design points is they want you to buy a new laptop not upgrade the old one.
However, the people who build them for HP, recognize this and they also build laptops for the so called "boutique" market occupied by Alienware, VoodooPC, Falcon Northwest, Eurocom, WidowPC, etc. Contrary to the above, these do NOT have integrated graphics but mobile versions of desktop GPU's. For example the nVidia 280M compares to a desktop 4870 or 8800 GTX and will play games quite nicely. And you can upgrade both the RAM and GFX and I have done both myself....even added a TV tuner card.
This kind of hardware in a mobile form factor doesn't come cheap tho.....to pay the highest end games, you are looking at a $2k investment and about $800 on the entry level. At the minimum, you'd wanna start here:
http://www.pro-star.com/index.cfm?mainpage=product&filter=6
BTW, I'm jealous....all I got from my wife was a bag of $ 3 bag XMas candy and a $5 pair of gloves (left price tags on)