CRT (or cathode ray tube) TVs are the old kind of TVs with fat backs and thick glass screens. They are usually preferred for gaming because of their higher color contrast, response times, and lower input lag compared to LCD TVs. SD CRTs have the least amount of input lag and have scanlines which help reduce the pixellation of older games. HD CRTs have no scanlines, but retain the benefit of high color contrast and response times. However, since there is a slight amount of input lag, HD CRTs do not support light guns.
Sony's BVM series are considered god-tier, followed closely by their PVM line. Sony Trinitrons are pretty easy to find, and they're on the high-end of consumer grade CRTs. Sharp, Toshiba, and Phillips higher-end CRTs are pretty close in quality, so don't be afraid to pick one of those up. Test before you buy. Also, check the back and see what ports it has. If you're in North America, coax and composite (red white yellow) are the most common, but you'll get the best picture quality running your system through S-video or component ports.