Yeah, all the i3's are locked, but I was just looking up results of the Hyperthreading performance on FFXIV and as far as I can tell without testing it myself, it scales almost as well as a quad i5.
So for $50 more than the G3258 I would say that the Intel Core i3-4160 would be an excellent option. You could even cheap out on the motherboard compared to the G3258 since you wont have to worry about Overclocking at all.
http://ca.pcpartpicker.com/p/fsQLLk
Here's a neat little build.
This 750ti doesn't even need a power connector since it only needs the amount supplied by the motherboard.