The only games so far that were near unplayable for me are Lords of Fallen and Dragon Age Inquisition. I've tested many games since I bought SP3 and those run well: Fallout 3 GOTY, Fallout New Vegas GOTY, TES V: Skyrim GOTY, Warframe, World of Tanks, EVE Online, Borderlands 2, Firefall, Secret World, Dragon Age Origins, Civilization V, Endless Space, Deus Ex: Human Revolution, Divinity: Original Sin, Dishonored. Yesterday came out Homeworld Remastered Collection and it works well too.
Surface Pro 3 isn't any "special" and it doesn't require some separate list of games- just check whether game you want to buy/play works with Intel HD graphics and this should give you good idea if it's worth a try. And from my experience many games that require dedicated GPU often run on Intel too when you google for how-to's.