If this is eventually going to work with any TB PCIe enclosure whatsoever, you have only limited choice in terms of graphics cards that you can get to work. As I have learned from the hackintosh community, by far the most compatible current generation graphics card is the AMD Radeon HD 6870. This mostly works right out of the box. I have also seen reports of the NVidia GTX 570 and even the GTX 580 working on hackintosh machines with the help of some kext editing. The AMD HD 69xx, however, does not work whatsoever. Also, - provided that this external PCIe thing all works of course (which counts for all of the above) - you could get the AMD HD 5870 from Apple which works in the current gen Mac Pro, so it should work in any other Macintosh machine as well.
Do keep in mind that TB has only limited bandwidth compared to PCIe 16x. Not sure whether it is very noticeable, but for heavy gaming I think it might very well be.