While a calibration would help, a TV is never going to be as vibrant or crisp as a true CRT monitor. You may already be getting the best image the TV can offer.
Saying that, I would suggest leaving the picture controls in windows alone, and just using the on-set controls. If you were to pump the colour in windows, and then on the tv, all you'll end up doing is making the colour bleed and fuzz out. If you can hook cable tv up the TV temporarily, fine tune it that way with various TV shows. Once you've got them looking as good as possible, well then you'll basically know that's the best the games will look as well.