I was talking to a professor the other day about graphics in Mathematica, and he asked whether it was possible to apply antialiasing for a smoother appearance, like this:
As you can see, this is indeed possible, assuming that your graphics hardware supports this functionality (although I haven't personally run into any hardware that doesn't). There is a setting that can be changed if you go to Edit > Preferences > Appearance > Graphics; if you drag the slider bar to "Highest Quality," you'll see a preview of how applying this setting will change the appearance of your graphics.
Another related topic that we discussed was how graphics can look jagged when they are changing as the result of Manipulate. There is a graphics option (PerformanceGoal) that can be changed for this as well, and there are other graphics options such as MaxRecursion and PlotPoints that you may want to investigate if you've never looked at them before.
I've put some examples of this stuff into a notebook (AntialiasingAndPerformanceGoal.nb) that you can download from here:
I hope this helps some others make beautiful graphics in Mathematica.