Have all three consoles, and... (Score 1)

The X-Box is definitely the best system for true HDTV games. Although the PS2 and Gamecube do have a number of titles which support 480p and 16:9, they don't appear to support the "true HDTV" resolutions of 720p and 1080i. To make matters worse, the Gamecube is not capable of digital audio output, which is something which would generally be expected of a higher end signal source.

As far as appearance of the games, well, it varies greatly by game. Some games which look fantastic on an S-Video connection reveal some severe jagginess on a progressive scan 480p component connection. It would certainly be nice if more games supported widescreen, but as noted above, it can negatively impact the frame rate, so developers have to consider this.

In any case, most DLP sets and rear-projection LCD sets are good bets for game playing. They don't suffer from burn-in, which is a key concern for gaming. The Samsung DLP sets have some quirks about not being able to take 480i, 480p and 720p all on the same input, though, which causes some issues with games which switch or won't do progressive scan. Some so-called "HDTV" sets don't support 720p; definitely avoid any which have this issue.