yeah, unfortunately you need to buy all 3, but, the tech/oc commununity is really loving the new skylake. it adds a lot of futureproofing too. it is new tech and i wouldn't expect there will be a new intel processor for a while. if you are strapped and can currently play what you want you could hold out for the new AMD processor i mentioned. even moving to haswell or the likes i'd guess your current ram isn't fast enough anyway and you will still have to change your mobo to suit the intel socket.
☁ every cloud has a silver lining, it's called rain! ☁