It’s not as simple as saying “use a CRT, LCDs all lag.” EVERY TV has lag, it’s just a matter of whether it’s perceptible or not.
If your LCD is 2~3+ years old, the lag is probably perceptible no matter the settings or connection, but in the last couple years LCDs have come a long way. They used to have grey-to-grey redraw times of 20ms or longer, and of course that will be perceptible lag no matter what.
If it’s a newer LCD with fast response time (5~8ms gtg or less) then you can make things better by making sure the native res of your source matches the native res of the TV (using composite cables or coaxial is inherently 480i, or the res of most CRT; using HDMI is inherently 1080p, or the native res of many LCDs now; and so on). Make sure your PS3/360 is on the right setting for your connection/TV…match the output res with the native res of the TV if possible. As stated already, if the TV has a ‘game mode’ or anything that reduces processing on the picture, turn it on/off as appropriate.
Finally, within Marvel itself, reduce the input delay to low and don’t use the new graphics filters.