Any luminescent material will light up if the appropriate energy of light is used (or electrons, in the case of a CRT display). Also, there are usually a combination of phosphors that are required to produce multiple colours that you associate with a CRT colour display. If you just want something to light up when you hit it with high energy particles, even things like phosphorus, table salt, or zinc oxide will work. (sodium chloride glows blue when you hit it with X-rays, as does zinc oxide.)

Some things are brighter than others, and one of the most common phosphors is YAG (yttrium aluminum garnet) because it is so efficient (and thus brighter).