You really need a secret decoder ring to figure out all of Intel's new CPUs.
There are two main platforms (socket type) - 1156, and 1366.
For the 1366 platform, there are only Core i7s available, the 920 being the most popular (and cheap, $200 at Microcenter).
1366 works with X58 motherboards, that support 36 PCI-E 2.0 lanes. Meaning full-speed Crossfire (and usually, SLI as well).
For the 1156 platform, there are more choices. The first chips for that platform, didn't have integrated graphics. The P55 mobos don't have support for IGP. Later chips have integrated graphics, and require an H55/57 mobo for using the IGP.
Although the chips with the IGP will still work in P55 mobos, just without using the IGP.
There are Core i3, i5, and i7 CPUs, all for 1156. The i5-750, for example, is a native quad-core, without IGP, and without HyperThreading. The i7-860, is also a native quad-core without IGP, but has HyperThreading. Both the i5-750 and i7-860 have Turbo.
The Core i3 and lower-end i5s are dual-cores with HyperThreading. i3 lacks Turbo. Both have an IGP.
So you see, there's no hard and fast rule with these CPUs, you really have to look up each one individually to find out what the capabilities are.
The 1156 CPUs have integrated PCI-Express, something like 16 or 20 lanes, so they only support x8/x8 crossfire. Even more confusing, there are some reports on the web that certain 1156 CPUs don't support Crossfire, and some do. I'm still researching that.