Getting the hardware renderer to do anti-aliasing (using intermediate shades to soften edges) can be a bit of a struggle, depending on your graphics card. Check that anti-aliasing is enabled in Edit>Preferences>OpenGL tab: unfortunately it may well be listed as Not supported, even if your hardware does in fact offer it - in that case you will probably need to go into the settings for the card (in Windows it's Control Panel>Display>Settings>Advanced and then it depends on the make and model of your card) and ensure that anti-aliasing is on, rather than Application controlled or On demand.