4:3 RGB CRTs are the best display available for anything earlier than current gen consoles. I upgraded my game room to an NEC XM29 RGB CRT last spring and the picture quality is amazing. It took a little while to track down the CRT though and it's not plug-n-play... it takes a little effort to get RGB wired up. But if you want the best display possible it's worth the effort. I've got a 36" Sony SDTV too and the NEC XM29 definitely looks better.
I went with the NEC over the comparable Sony/Mitsubishi RGBs because it supports 480p and higher resolutions and it's rotateable for old arcade games/shmups.
If you decide to go RGB, here's a list of potential monitors:
http://www.neo-geo.com/forums/showthread.php?p=140066