Personally since i can only have one console hooked up to it at a time i usually play my GameCube on my CRT and the rest of my consoles on my normal ones.
If I played retro games, I'd definitely want to use a CRT if one was available! Sadly the oldest console I have is a Wii and my CRT is buried somewhere in the garage (no idea if it even works anymore, but I hope it does because I'd take it with me when I move out someday).