CRT all the way, for the PS2 CAVE stuff and older games. They all look like shit on a LCD screen, because they weren't designed for them. Fortunately, newer games don't have this problem.
Tatsujin Oh is a pretty cool game, too. Never was so fond of the whole 'die and lose everything' aspect of it, though. Then again, if you're savestating it, I guess you don't need to worry about that xD