It depends on the game. For fast-paced games with a lot of movement, like first-person shooters, 5GHz may be better because it has less latency (the delay between when you do something and when you see the result).
But for other games, like strategy games or role-playing games, there may not be as much of a difference. And some people find that they get more lag with 5GHz WiFi than with 2.4GHz WiFi. So it's really up to your own personal preferences and situation.