this not an easy question, but overall the nvidia GPU should provide you a better gaming experience. The raw power of the GTX960M ist nearly twice as high in comparison to the R9 M265X. But both laptops will not be very suitable for the most recent games. I think, the VRAM might be an issue. But for older games it is still more than enough. Maybe you look for a laptop with at least 4GB VRAM and a GTX 960M or better. But it all depends on your personal budget.
I have a specific question. I am currently looking for a graphics laptop for my architecture studies and have the Acer Aspire VN7-791G-70TW and the Toshiba Qosmio X70-B-102 in my eye. I actually like the Acer better (2.6 GHz instead of 2.5 and a large SSD), but I'm desperate when comparing graphics cards. The Acer installed the NVIDIA GeForce GTX 960M with 2GB of memory, while the Toshiba installed the AMD Radeon R9 M265X with 4GB. Unfortunately, I can't find a test, just the one here. Compare (as I understand it) the 2GB variant of the AMD Radeon with the NVIDIA. In many rankings, the AMD Radeon is only listed in the 2GB variant and clearly behind the NIVIDIA. Unfortunately, I don't know enough about this area and I need advice which graphics card is the better or which laptop offers the better overall package for my graphics programs.