Dave Donaldson pointed out the advantages of 1) using a flat-screen LCD monitor and 2) turing on ClearType if you're using Windows XP. #1's out for me until I get back on someone's payroll, but #2 made a terrific difference even with my somewhat older CRT.
You can turn on ClearType by pulling up the Display properties (Control Panel, or right-click on Desktop and select 'Properties'). Select the 'Appearance' tab, then click 'Effects'. Make sure the 'Use the following method to smooth the edges of screen fonts' box is ticked, pull down the associated list and select 'ClearType'. Click OK a couple times to close out the various dialogs and POOF! You're in business.
There's a nice page on Microsoft's site showing before and after shots, plus some discussion on what ClearType does.