Thunderbolt 3 eGPU enclosures are available now, and are fully supported by Intel and windows. They started at $500 with the Razer Core, but new models like the AkiTiO Node and Powercolor Devil Box are coming in at $299, shipping Q1 2017. More will likely be announced at CES this week.
These TB3 enclosures have 400w+ power supplies, better cooling, and are large enough to fit large enthusiast GPUs like the Nvidia GTX 1080. You can plug a TB3 device into a TB2 laptop with a simple adapter. Apple sells theirs for $29; Chinese versions will be cheaper.
Depending on what features the manufacturer decides to add to their device, TB3 eGPU enclosures can also charge your laptop, offer USB3 ports, gigabit ethernet, audio jacks, etc. The $299 models tend to be very bare-bones but there's no doubt that competition will lead to cheaper prices and more features over time. Again, watch for more at CES this week.
Current list of TB3 eGPU enclosures:
AKiTiO Node ($300) https://www.akitio.com/expansion/node
Asus ROG XG Station 2 (price unknown) https://www.asus.com/Graphics-Cards-Accessory/ROG-XG-STATION...
BizonBOX 3 ($650, probably because it says it works with Macs) https://bizon-tech.com/us/bizonbox3-egpu.html/
Powercolor Devil Box ($300. Ugly, though.) http://www.powercolor.com/us/products_DevilBox_features.asp?...
Razer Core ($500) http://www.razerzone.com/gaming-systems/razer-blade-stealth