Flipping heck, a new telly already! You've only had your current one since last year! Are you made of money? (If you are, please can I have some?) Anyway, loaded or not, I would recommend that this time around, you take the time to make sure you are not just completely happy with your chosen telly before you buy, but positively beaming! Also, you have not mentioned a budget (back to money again - shows how my mind works).
Is 37 or 40 inch the highest you will go? At 42 inches there is more choice - the absolutely stunning Pioneer PDP-428XD is one of the many examples, although unfortunately it isn't full HD. The Panasonic 42P70 is full HD though, and is actually very similar to the Pana lcd 37LZD70, except it's plasma.
That brings us to another issue; plasma or lcd? LCDs are big on detail, and you can fit more pixels on an lcd panel, hence the fact you can get 37 inch lcds with 1080p, whereas a 37 inch plasma could not be physically capable of doing. A big advantage of lcd is the really bright colours it can deliver, which makes it well suited for playing your PS3 and Wii games, although lcd technology has a well documented problem with rapid motion (so maybe it isn't so good for playing games). Having said that, there are lots of new picture enhancers that do quite a good job of improving this by doubling the framerate. Panasonic's version is called 100Hz motion picture pro (or something like that). Also, lcds tend to be lighter than plasmas so they will be easier for you to get rid of when you want to buy another tv in a years time.
Plasma is much better for motion, but does not deliver as bright a picture as is possible with lcd screens, and tend to not be able to fit as many pixels as lcd. That said, Panasonic have managed to fit 1080p onto a 42 inch plasma. And the colours are more deeper and realistic, mainly due to plasma's inherently better reproduction of dark blacks, due to the fact that, unlike lcd, it does not require a backlight. Also, alot of people prefer plasma's image to lcds, especially for movies. Most agree that games and sport looks stunning on plasma.
Anyway, the sets you mentioned - Panasonic 37PX70 and 37LZD70, Sony KDL-40V3000 (don't bother with LG - they're OK but not exactly inspiring) are all stunning. I can't really tell you which one to get as it is a matter of personal preference. You need to get yourself down to a tv shop and see them all in action, and with a variety of content - standard-def and high-def - then see which you like best, and if you like it enough, get your wallet out.