LCD has a much smaller footprint (good for small desks, gamers tend not to have enormous office desks...)
LCD is arguably brighter (depends on what LCD and what CRT you compare but if you compare a high-end CRT with a high-end LCD I would expect the LCD to be brighter)
CRT has better refresh times (now with LCDs with less than 8ms response times, its not as strong an argument anymore, still CRT still wins)
CRTs have been said to have better color representation but it seems the high-end designers dont care since the high end Apple graphics workstations use the 20" Apple Cinema widescreen LCDs which have awesome and vibrant colors.
CRTs have higher resolution capabilities
LCDs are sharper (especially using DVI connection)
CRTs dont get dead pixels (LCDs can get them but its not as common as some tend to think)
CRTs have less viewing space (a 19" CRT probably has about the same amount of viewable screenspace as a 17" LCD)
As for my personal opinion:
I like LCDs better and I do heavy gaming and I have used CRTs before but still find LCDs more enjoyable.