I have a 56” Samsung DLP TV and have had no problems at all with Xbox 360/Wii/PS2/Gamecube or any rhythm games like Rock Band. It’s a great TV for a great price. I don’t use fancy expensive HDMI cables either. The regular Component cables work just fine.
DLP’s will provide a great picture for gaming (or anything else you do) and modern sets have very minimal risk of burn-in like old projection sets commonly experience with games due to the constant position of the HUD.