I think DLP is worth looking into, especially if it's LED or laser based rather than a color wheel. I'm still using an old 50" Samsung HLT-5087 LED DLP television in my living room because of its response time, reliability and lack of any possibility of burn-in. I also never have to worry about any bulb burning out or dimming.
Input lag and projectors for gaming
In Eurogamer's 2009 tests, they found that the point where most people felt lag became detrimental was 166 milliseconds, or ten frames, of total lag a 60 FPS signal. This includes input lag, but it also includes the native response time of a game, which can be significant. When total lag exceeded 166 milliseconds, test subjects noticed the delay in their actions and felt that it was a hindrance to their performance. Therefore, your entire system needs to be fast enough to stay under this ten-frame limit for total response time.
According to Eurogamer, console games running at 30 frames per second represent the worst-case scenario for input lag. If these games have a minimum lag of 100 ms, your projector needs to add less than 66 ms to the overall response time. The good news is that 66 milliseconds is an easy target, and there are plenty of projectors out there that will hit it -- some of them quite affordable.
Our testing shows that many inexpensive DLP presentation projectors have about 33 milliseconds of input lag, and many inexpensive LCD projectors stay under 50 milliseconds.
I've seen numbers quoted around that say DLP is generally around the 20ms to 30ms range.
Alienware once made a prototype DLP widescreen curved monitor. It never went into production, but worked fine as a proof-of-concept. Shrunk down to HMD size, it might work.
Alienware DLP computer monitor