I'm also looking, and in the same price range. Because of space constraints anything larger than 37" is out, and it needs bottom mounted speakers (maximum size with side mounted speakers would be 32"). I'm probably going to wait a bit until 37" LCDs hit $1000.
As for relative advantages/disadvantages:
CRT: As Merc says, best picture. However, bulky and heavy, and sizes bigger than 34" widescreen are not available. I hate to think what that 40" TV weighs. Right off a big disadvantage of regular aspect screens is once everything is HD you'll be stuck with a relatively smaller picture. For that reason alone I'd recommend not buying an HDTV with a 4:3 screen.
LCD: Still costly in the larger sizes, could be better as far as contrast ratio. Off-axis viewing often not good. Advantages include light weight and small depth, plus good picture even in brightly lit rooms.
DLP: Lighter and less deep than CRT of similar size (but still deeper than an LCD), and also cheapest of all the current technologies for a given screen size. Disadvantages are having to change out the light bulb occasionally (LED bulbs may eventually solve this problem), blurry picture when sitting nearby, and poor picture contrast in anything but a very dark room (notice how DLP sets are always in a really dark part of the store).
For my own needs, LCD is really the only fit. The DLP sets are only available in huge sizes too big to fit the space I have, plus I usually watch TV with the lights on and can't be bothered worrying about buying projection bulbs. CRT is just too heavy and bulky, plus nothing larger than a 30" widescreen would fit.
