Anti-glare coatings got popular because CRTs are made of glass, and so you get reflections and glare from other lightsources in the room. The coatings reduced this. As most LCD screens are plastic and matt, they effectively have their own anti-glare coatings built in and don't need them. With LCDs the issue is more to do with the relatively low contrast lighting in an LCD being overpowered by other light sources in the room. For instance my LCD has a "movie mode" that brightens and increases saturation in order to show better colours in brightly lit rooms.
However, some manufacturers have added glass panels in front of the LCD panel. This is to give a hard, protective covering to an otherwise soft LCD panel. The ones I've seen also seem to have some kind of polarising/filtering effect, which does increase vibrancy. To me, they look like you've got sunglasses on your screen, so they are probably also cutting out some of the light from the screen. That's not a big deal as most LCDs seem to need their backlights turned way down to get to good colour levels.