@Vincenzo -- that's not always true. Most graphics intensive games come with an option to decrease the quality of the graphics specifically so that people with integrated and lower end graphics displays can play games just fine. You won't get the detail of the guy down the street with his fancy pants graphics card, but you will probably get by just fine.
Meanwhile, there are some gaming laptops made that have very good integrated graphics chips. They cost more than the average laptop but they are worth it if you want to play games.
Oh, and keep in mind that it might be more cost effective to buy a computer specifically set up for gaming performance if you are in the market for a new system. That might be cheaper than buying a new computer and then adding a graphics card later.