... newer is always better as successive microarchitectures allow the CPU to work faster and more efficiently (and use less power).
If you want the very best processors around, you should also look out for what Intel calls hyper-threading and what AMD calls simultaneous multi-threading. These technologies effectively double the number of cores...
If your CPU has enough integrated graphics oomph, you don't need a separate card or chipset, of which more below.
The more RAM your graphics card has, the more pixels it can render in memory at once, which leads to games running at higher resolutions with faster frame rates.
Motherboard specs, such as they are, don't make a huge difference to overall performance but they can help the key components work together more efficiently and faster.