Are those HL2 shots from Episode 1 in the reactor core level where the walls are bathed in red light? If so, the banding there is quite noticeable on mine too but I saw none in HL2 other than at tunnel ends, nor have I seen it on other games, so I suspect this is one of the few areas where it becomes really noticeable in nonphoto usage.
Also, I saw no difference in this section of the game while using VGA, which is odd because gradient tests show little or no banding on VGA. Thus the problem may be unrelated to the monitor.
Speaking of VGA, how does Dell's explanation of the problem being caused by the Faroujda video processing jive with the difference between VGA and DVI? Was the Faroujda processing disabled originally when using VGA?