Man, I spent a lot of time comparing options from MSI, Gigabyte and Intel, which are the ones you could get here, in Brazil. In the end, I got the one with the Core i7 5557U, which have an Iris GPU (although I run some tests on a notebook with a i7 5500U with a lesser GPU and everything runs fine at 720p - fine being a variable here, but if you enable Directx 12 in that system the improvements were noticeable).
If you are in the market for something like this, I'd suggest you wait some more because Intel should release new ones in january, with Kaby Lake processors. But, if you don't want to wait, look for versions with Iris GPU (the Skull Canyon one has a great one, far better than mine, with a quad-core i7 for good measure, but costs a fortune). Or you could look for Zotacs Zboxes and Gigabyte BRIXes with dedicated GPUs.
In my case, a dedicated GPU wasn't a viable option because I'll stuff the motherboard on a console, so space and air flow is crucial. Besides, I'll run it with Recalbox OS, which is a Linux distro and the Intel drivers for Linux are fine, something you can't say about Nvidia and AMD.
And finally, don't believe people saying it won't work. If you have doubts, try it on a notebook: NUCs have the same processors used in a lot of mid range laptops and if it runs in a much more thermal constraint notebook, it certainy will in a NUC.