CRT is superior to both DLP and LCD for gaming, though it will be difficult finding a CRT over 36".. I would certainly choose DLP over LCD for gaming in either case, as LCD's are not great for displaying dark games and do not have a fast response time.
CRT and non rear projection LCD's dont require bulb replacement. Although, the backlights can burn out on an LCD but they are usually good for 50,000 hours or so, making it a non-issue. I would look into a 40" LCD just look for a low response time. I would also try to get a 1080p native set. Sharp Aquos line is very good. I have a 37" Westinghouse 1080p native display that im very happy with for gaming.
I play mostly RPG on my current HD Toshiba RPTV, which is getting old. It is a good TV for gaming, but I want to buy a better HDTV so that I can pass my current TV to my daughter (she lives with her mom).
Btw, I have yet to see a HD CRT with a 40-42" screen, which is the type of screen size I want.
I understand the dilemma about CRT being the best for video games, but CRT units are bulky, heavy, and unattractive at this point in time. Besides, I live in a very small apartment, and I want to see if I can get something which fits in to my apartment and have some room to spare. My current 40" Tosh HDTV takes up lots of space, and I would like to optimize the room space with my next TV.