Dan, can you receive packages from Amazon? That would be the place to start pricing it out.
I'm gathering some info for a friend on this right now and happened to have these two articles on my clipboard:
I think this is a pretty easy operation, but it just depends on you. Depending on the year and model you may want to double-check on compatibility between the iMac and the specs of the memrory you purchase.
When I upgraded I was surprised at the improvement; I guess anyone would agree that upgrading the RAM will improve your experience across the board, including games; it certainly would be an easier/cheaper place to start than upgrading your graphics card.
You can order the appropriate additional RAM via either OWC or Crucial.com. They are the two most recognised suppliers here in the Forums. Both have a tool to help you define the right items and will advise you the maximum you can have for your machine though you can buy less if you wish.
I'm no0t the sharpest tool in the tool box but I comfortably added to mine on two occasions. Care and common sense is all you need (and the RAM of course).
Some games need more RAM than others so you may have to ask the developer if your machine is sufficient.
Would help if you told us what your current RAM total is and the OS.