In general the problem with gaming is the graphic card (it's a simplification, I know). Usually processor and memory aren't the bottlenecks. So the usual way of checking consumption is not really appropriate for this problem.
The real impacts comes usually because modern environments use graphic processing for handling the windows. This allows all this transparencies, previews, etc. But for games this is a major problem as it adds a delay in the processing.
All the environments are working to try to detect games and deactivate their "3D processing" on full-screen games.
It is a work in progress and each one is improving.
So in general the bigger consumption of a "bigger" desktop environment shouldn't be a problem but currently it might be.
For 12.10 this benchmark could give you an idea of how are the things. But this things are changing really fast. Take a look on this review:
They are checking different DE and including a bleeding edge improvement on KDE.
You should think if the differences are important for you (they aren't that big in most of the tests). And also you can install ubuntu for standard day work and install Lubuntu for gaming with:
sudo apt-get install lubuntu-desktop
But keep tuned. This is changing fast!