Stay away from Sceptre like the plague. They are definitely the pinnacle of you get what you pay for... crap.
I looked for TV tuners with builtin component but I was unsuccessful.
Viewsonic LCD TV (cheapest one)
The problem is you're trying to do too many things so you're trading off quality. That TV says it can go up to 1600x1200, but I wouldn't hold my breath, also, it has no DVI. But it does have VGA (for your computer), and component (for your console) and maybe you could run S-video or something for your TV?
If it was me, and I'd wanted it all integrated, I'd get a nice LCD monitor with VGA/DVI and/or HDMI (or I'd start looking for LCD TVs with HDMI) and then I'd buy an HDMI cable depending on what console I have. For TV, I'd buy a PCI tuner card so you can watch TV when you want to, and turn your computer into a TIVO.
I would prioritize my console being in HD, considering you can download your favorite TV shows in HD if you want them badly enough, or just buy the seasons.