I'm not a fan of the Mame shots posted...I think they emulate too many CRT flaws in my eyes. However, the FF VI shot I posted rounds the pixels a bit, adding color bleed, and outputs the NTSC gamut. The colors are the most important to me...the FF VI screenshot in raw form looks dull and digital. The NTSC filtered one looks significantly more natural. Color bleed is an important aspect of displaying pixel art naturally. With completely square pixels, a lot of that suggested detail is lost. Circular shapes give the best example of this, as they are significantly aliased on an LCD, but look far less aliased on a CRT, giving the impression of greater detail.
I do own a 27" Sony Trinitron, and have my SNES hooked up through S-Video, and I configured FF VI to look as close to the TV output as I could on the emulator. And no, the pixels are absolutely not squared on the CRT. The color bleed is very minimal, but it is as well in my emulated shot.