Minecraft on this runs rather nicely. I get around 40-50FPS. The draw distance is lowered a bit as it's only intel hd 4400 graphics chip, but it plays well and not sluggish at all. Using high quality texture mods would probably drop this considerably, though.
I also play Guild Wars 2, Portal 2 and XCOM: Enemy Unknown on it and it's beautifully smooth. Again, texture quality is dropped but it works well. Civ V also works well though I rarely play it. Starbound, Speedrunners, Rogue Legacy and Faster Than Light also work great. FTL has the added bonus of being completely playable in tablet form with just the stylus.
It does get pretty warm but the heat is around the top part, where the vents are. So if you're using it in laptop configuration you won't feel it.
The downside is that games DO sap the battery a bit. From full charge, expect to be reaching for the plug in about 2 hours. This isn't a problem unique to the Surface Pro 2 though - many gaming laptops have the same battery life when being maxed out like this.