LCDs are easier on the eyes, clearer image, brighter colors, take up much less space.
CRTs get slightly faster response times and can do 1600x1200 where only 21" LCDs can do that as their native resolution.
You will be spending a lot more to get a good LCD than a good CRT. I prefer LCDs now because even though they aren't quite as good for gaming, they are much easier on my eyes and I don't have the tiredness problems all the time that i did when I had a CRT.