Xeons are good processors, but the only thing to watch for is:
1) clock speed. If your game prefers high core speeds vs multiple cores and/or hyperthreading, your performance might suffer a bit. Reason why is Xeons are locked down, and clocked lower than associated consumer i7 CPUs. This allows them to be rated at their max speed 24/7. And they'll handle that just fine. As long as you're getting about a 3ghz Xeon, you should be fine.
2) RAM. Some motherboards prefer and/or require very specific ECC RAM. Double check your motherboard documentation to make sure it can use either unbuffered NON-ECC RAM, or it will list in their RAM support list very specific part numbers for ECC RAM which has been tested. That's burned me once or...