It's unfortunate that the best LCD's out there are not visible in shops so that you can give them a test run. And of the ones that are, they are all set up running static desktops and Windows rolling demos. You were lucky to try NFS on that Dell you mentioned. You can gain a very good understanding of good models if you research all the forums and tech websites though. I've been doing this myself for the last week or so since my Iiyama CFT went bang.
I noticed though, having never even looked much at monitors since I got my Iiyama about 4 years ago, that the presence of CRT's on the web has diminished hugely. When I was researching my Iiyama before I bought it, there were countless websites reviewing and selling CRT's, but these days the TFT dominates. There is nothing like the range there used to be. Considering 3 out of 4 monitors sold these days are TFT's though, I guess that explains it.
You mention the Dell range, and the 2005FPW/2405FPW. Here's some reviews;
Dell 2405FPW
Dell 2405FPW
Dell 2005FPW
They are not terribly complimentary when it comes to games. In fact, most of the 20" and above TFT's seem to suffer a little bit when it comes to gaming, atleast compared to the 17" and 19" models. The response times are worse than 17"/19" models, and you always get ghosting to some degree. It does depend very much on the game though, and some are far worse than others. I think the reviews always make this problem out to be much worse for the gamer than it actually is though. I've never seen anyone complain that games are unplayable and awful on their TFT - everyone always rages about them and says how they could never go back to a CRT. Whatever you choose, you will be happy I am sure. Just do plenty of research. Maybe narrow it down to a few models, and then ring around and try to find a shop that has one you can see in the flesh.
Personally, I'm seriously considering getting this Eizo model;
Eizo S2110W
Eizo are a very well regarded brand, and by many accounts this seems to be one of the best models out there at the moment. It is expensive though, but the 5-year on site guarantee is a real bonus.
I'd say forget CRT. Unless you are an incredibly anal perfectionist, and want absolute perfection in terms of colour, response time, contrast, brightness etc. in games, applications and movies, as you'll never get that in any TFT.