How can I make my vector graphics anti-aliased in illustrator? My paths always turn out jagged. Is there an option like in Adobe Fireworks to smoothen[remove the jaged edges] my paths?
In Edit > Preferences > General there is an option that toggles Anti-Aliasing for art as it is displayed on screen while you work.
Under Effect > Document Raster Effect Settings there is a checkbox for Anti-Aliasing that controls to some degree the outcome of the file once it is saved to a non-vector format (ie. jpg, gif, png).
Depending on which file type you save to there are often more options that can affect the appearance of jagged lines in your art. What you are saving can influence how you should use these settings, as you may want to do things that may seem counter intuitive. Small type for example may need no or very little anti-aliasing or it will become muddy. Also take into consideration the PPI of the file. Low resolution images will appear have jagged edges even with anti-aliasing—the human eye can detect up to 150 ppi, at 72 ppi the pixels will not resolve at a normal viewing distance.
If you are having aliasing problems in Illustrator CC 2015, ⌘+E toggles between GPU and CPU previewing. CPU's anti-aliasing is 1000% better.
Vector graphics do not have anti-aliasing as they are not raster graphics. If you have jagged edges, it might be your display performance setting. I've seen that in InDesign, not sure if it exists in Illustrator at all, actually.
If you are talking about when you import or paste your vector into Photoshop and it produces jagged edges there, that's a different question entirely.
Please provide a screenshot if you can.
To avoid jagged lines when you "Save for Web & Devices" in the tab "Image Size" set combo box at the bottom to "Art optimized" or "Type optimized" depending on the content of your image (by default this combo box is set to "None").