Which should i get? I am not planning to overclock but I am planning to game a lot (specifically GTA and The Division) and I would like the better cpu. As well I have a MSI GTX 950 Gaming 2gb GPU. Thanks
Both should perform similarly. It would come down to local costs for you. The component that's liable to affect either of those games more than which i5 you use is the gtx 950. That's more likely to hold back gaming performance.
Not sure where you are going to source them from but at the moment in the US the overclockable 4690K is almost the same price as the 4690 so comparing the 4690K and 6600:
Its a close match between the 4690K and 6600 but for just another $15+heatsink you really might as well take the 6600K which will allow for another 10% performance gain if you decide to OC in the future.
Both should perform similarly. It would come down to local costs for you. The component that's liable to affect either of those games more than which i5 you use is the gtx 950. That's more likely to hold back gaming performance.