yep, onboard chip is a pain in the butt - I have played some time on a 9400 (old MacBook Pro), and the 4000 ain't that much better...
in regards to value: recently bought a Lenovo y500 with i7 and two 650m in SLI (you can swap one for an additional hd, optical drive or fan) and it runs pretty much everything at maxed out settings and more than decent framerates.
quite silent & cool, even at 20% overclocked, quality is good, and has really good sound for a laptop.
The version without the full hd display is pretty affordable (if I need higher res, I plug in a large screen anyways...)
Highly recommended!