The way you phrased the question, I'm guessing that you are buying, So:
All the newer Intel Sandbridge (SB) and Ivybridge (IB) CPU have an integrated GPU (iDGP).
Easy to tell, the numbers start with i3/i5/i7 followed buy a 4 digit number (if it has a "k" at the end it means you can overclock the CPU).
EX i5-2500k is a Sandybridge CPU with a integrated HD3000 GPU, and is overclockable.
i5-3570 would be an IB CPU, Not meant for Overclocking
Intels iDGPs, in order of performance:
HD2000, low end SB CPUs
HD2500, Low end IB CPUs
HD3000, High end SB CPUs (around $150 and up)
HD4000, IB CPUs above about $225
All are OK for general computing, and "LOW" end Games
Only the HD3000 & HD4000 allow decent performance for midlevel games, some High end games can be played if settings are set to "low"
Most all Hseries and Z series MBs have a backplane with a HDMI output. (caution, there are a few Zeries that DO NOT carry the iDGP output to the back, ie first editions of Gigabyte Z68 MBs). P-Series MBDO NOT carry the Video out to the back panel, These allow for only Overclocking the CPU.
Most "low" cost intel based Laptops, and desktops are configured this way - They omit a dedicated GPU (dGPU) to cut cost.
AMD has a simular lineup