For raster images, you are dealing (basically) with a grid of squares (pixels). When the difference between the size of the arc and the size the pixel is small, the squared edges of the pixels have a larger impact on your perception of the smoothness of the arc.
The jagged edges are called aliasing ( http://en.wikipedia.org/wiki/Aliasing ). Anti-aliasing in raster images is essentially a blurring technique to minimize the effect. This usually means a "halo" of color which transitions from the edge color to the background color.
Often for icons, this is a fade from black to white, but you probably want to create icons which are suitable for other colored backgrounds, and a fade to white will give rise to a light grey halo which will contrast on dark backgrounds.
To fix this, you can do a "fade to white" and ALSO incorporate an alpha transparency for the same region which fades from 100% opaque to 100% transparent. For the web, this pretty much means saving as a 24 bit PNG file with alpha channel.
Vector art is also a good method (see Ryan's answer) because the rasterization (display) of the image happens at the moment it is rendered, rather than "pre-baked" (a raster PNG or JPG) so such images can be as high resolution as the output device they are on.
TLDNR; ensure you provide the correct sizes for iOS app; anti-aliasing + alpha channel transparency; if needed, possibly avoid a dark outline/profile (something mid-grey)