The 3521 is the oldest of the 3 laptops and it uses a 2nd generation Sandy Bridge dual core Pentium 2117u (??) CPU. It provides decent performance for a budget laptop. Both the 3531 and 3542 are current generation laptops with different CPUs.
The 3537 uses a quad core Pentium N3530 that is based on the Bay Trail M architecture. It is part of Intel's low power consumption Atom line CPUs that focuses on tablets and entry level laptops. In terms of processing power it is probably about equal to the Pentium 2117u CPU because it is a less complex CPU, but battery life should be longer since it uses about 5w of power or around 1/3 of the 2117u.
The 3542 uses a 4th generation Haswell dual core Pentium 3558u CPU. It is the most powerful CPU of the 3 and it consumes 15w of power vs 17w of power that the Pentium 2117u. However, it is not that much more powerful than the 2nd generation Pentium, but should allow for slightly better battery life.
In terms of graphics... this is where things are not easily clear cut for many people. All of these CPUs have an Intel HD graphics core with no model number to distinguish them. However, they do not have the same performance. While the quad core Pentium N3530 is a current generation Atom CPU the Intel HD graphics core is the weakest. The Pentium 2117u would have the 2nd most powerful Intel HD graphics core and lastly the Pentium 3558u will have the most powerful Intel HD graphics core of the 3. However, it is still weak compared to the Intel HD 4400 and HD 4600 found in the 4th generation Haswell Core i3, Core i5, and Core i7 CPUs.
The Intel HD graphics core in the Pentium 3558u is considered to be equal to the Intel HD 3000 graphics core in Sandy Bridge generation Core i3/i5/i7 CPUs. I have seen someone play the Sims 3 on a laptop with the Intel HD 3000 and it seemed to run decent enough, but I am not aware of what expansions are installed. I have tested Mass Effect 3 on my laptop with an Intel HD 3000 (I disabled the dedicated graphics chip) and it seems to run reasonably well enough that I was able to finish the game using only the Intel HD 3000. However, that is not a very demanding game. I tested Skyrim using only the Intel HD 3000, but it is a more demanding game and I even need to modify the game to run it with lower graphic settings that the game would normally allow. It can be played, but it was choppy at time and it did not really look that good.
In the end, if you want to play games with the Intel HD graphics core then I recommend you go with the Dell 3542 and keep your expectations low.
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