Anything that only has analogue out really—it's only games for 360/PS3 and newer that were really designed with LCDs in mind. Anything older is best played on a CRT, although that's impractical for most people and becoming harder with every passing day.

That said, as much as I love playing old games on a CRT, I'm in a PAL region, and in today's world of high-refresh rate screens 50Hz is nausea inducing.