Over the weekend on a Core i5 6600K Skylake system running Linux 4.5 Git I compared P-State powersave, P-State performance, CPUFreq ondemand, CPUFreq performance, CPUFreq powersave, and CPUFreq conservative options.
Following that, a wide range of benchmarks were run while monitoring the performance. Only the raw performance was measured. If you are curious about the performance-per-Watt or overall AC system power consumption differences, see some of our older results. I didn't do any power consumption results as this was just some quick weekend benchmarking for a one-page Phoronix article comparison (plus my lone USB WattsUp Pro power meter was busy with another system).
By now you shouldn't be too surprised by these CPUFreq vs. P-State results.
P-State performance tends to be the best choice for Linux gamers.
CPUFreq powersave meanwhile yields very slow performance at the cost of power savings.
If you want to see more of these fresh Intel Skylake benchmark results from the Linux 4.5 development kernel, head on over to this OpenBenchmarking.org result file.