Make sure your screen is set to a high resolution and that the colour is 32Bit, not 16Bit.
Screen resolution is amongst the most important factors in eliminating jaggies.Then, also turn on anti-aliasing on your video card.

Another tip, having a low colour contrast in your shots will have directly proportional effects on the size of your image and hence also improves the quality you can make them. When there is low contrast you can get the shots really crisp.

No Jaggies whatsoever. Also, I have my antisotrophic filtering turned up to 16x (although not all video cards have this) and also I have the AA turned on in the game, just in case.
Makes for some pretty clear screenies... :)