Very few displays have a fully featured CMS built in. For those that do, it is usually compromised in some fashion and is certainly no replacement for the control available in a video processor. With that said, high end plasmas like the 2013 Panasonics can get color that is more or less spot on with all of its controls. For those that are fanatical about perfection in calibration results would do well to get an external video processor like a Lumagen. For most people that is overkill.
Every decent display these days has grayscale controls. How close it can get to "ruler flat" results across the board will vary (read some reviews) but most new displays can get very good grayscle tracking after calibration and many don't requre access to a special service menu. As far as gamma is concerned, I imagine you'd want a full 10 point control. Higher end displays have that control over the gamma, usually only in an "ISF" or "THX" mode. Displays without 10 point gamma controls can still have very good gamma tracking using a preset, but the added control will not be there.
If you are looking for a new plasma, you really only have two options. You can go with one of the new Panasonic plasmas or the new Samsung plasma. I don't own any of these displays so I cannot speak in detail, but I believe all of them have almost all the picture controls you could want. If you are looking for the most accurate calibration results, read some reviews and see how close each can get to reference.
I know that the VT60 and ZT60 have grayscale controls, 10 point gamma controls and a CMS. And both can be calibrated to be fairly spot on in all aspects.
I think you know this but OLED is not a viable option for several years yet unless you want to spend $15000 or more. With that said, the calibration results of the new sets are largely unknown at this point.