Besides the external fan, I also updated the drivers using the intel driver as detailed in this video.
https://www.youtube.com/watch?v=4uwrP3-lbuo
My driver I downloaded* for my Surface Pro 3 is this file from the intel website: win64_154010.4300.zip download
*You must choose the correct "generation" (gen-4 for my surface) of the CPU and the correct 32/64 bit Win10 platform.
I installed on 12/15/15 After the install, device manager reports that my driver is v.20.19.15.4300 released 10/1/2015. I have had no thermal problems with this driver, and it has been very stable. Although the case feels much cooler, I kept my external
fan, however because cooler is better, IMHO.
Some interesting "problems" arise because the Intel driver has a configuration applet called the "Intel HD Graphics Control Panel" that offers a suite of fine tuning options but it wants to compete with the native windows display settings. Once you use
this applet to set the Intel driver correctly (and by correctly I mean match settings on both the native display setting and the Intel HD Graphics Control Panel) it works well. The Intel HD Graphics Control Panel gives you many settings for performance, 3D
and color settings. I read each setting, adjusted for peak performance in 3D, and it has not given me any problems.
Mileage may vary, use at your own risk, may void warranty, etc.