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Another route to take would be to get classic games. Check out http://www.gog.com They sell newer games too, but all of the old games that say they'll run in Windows will work on a Surface Pro just fine. If you've never played System Shock 2 this would be an EXCELLENT game that doesn't require much in the way of power to run well. The Ultima series would be a pretty good way to go too.
Then I would check out older shooters, especially things on the Source engine. Many of them should play at low-mid settings without a problem I would think.
Also, there are a lot of good indie games (like Shadownrun, FEZ, Monaco, Frozen Synapse, Uplink, etc.) that will run flawlessly on there.
Emulators too. I'd say you could get decent emulation up through maybe the PS1/N64 era or so.
The HD4400 performs between a 8600gt and 8800gt. Essentially roughly the same performance as last gen consoles, meaning any game that runs on them in theory can be handled by a modern Haswell ULV.
The SP3 however will throttle under extended workloads especially if it taxes both the CPU and GPU. Gaming as a work is what would most fit this criteria. Reducing the cooling performance was the tradeoff for thinness/lightness. So the end result is that gaming performance is worse (less consistent) than the SP1 despite the SP1s older/slower CPU/GPU.
Civ 5 is actually optimized for touch and a game originally used to showcase the SP1. However the issue is Win 8/touch mode the game doesn't do resolution scaling properly so you have to run at the high native res, this combined with the throttling issue I'm not sure how well it will run.
diablo 3 runs semi decently.
ive got hearthstone, FF7, trine, sid meiers civ 5 (which is actually touch optimized!), CS:GO, TF2. I got a few others that im not sure if i ran yet: bastion, bit.trip.runner, defense grid, scribblenauts, shovel knight. but they should all work.
Surface 2 pro