When a 3d scene is rendered ( fully drawn ) because it is made up of many triangles ( polygons ) every straight line really has many saw tooth edges . The lower the resoloution the worse and more obvious it looks . It is also worse on diagonal lines . Back in the day to combat this ppl tried to run their games at as high a resoloution as possible ; the higher number of polygons at these resoloutions meant smaller 'teeth' in the saw tooth pattern . These teeth are known as jagged edges or jaggies .
Manufacturers starting with 3dfx released a released anti-aliasing schemes to smooth the edges ( aliasing) . They are several methods and the performance and quality vary between cards . The smoothed scenes look much better and cleaner , though with some cards with some methods look a little less crisp . Unfortunately to get this improved smoothness the graphics card must work much harder and thus there is a drop in frame rate .
The 9500 Pro according to the articles does this better than the GF4 and the frame rate drop is less .
Anisotropic filtering is a complex ( to me ) method of sharpening an image , it makes it crisper and shows more detail . But again will cost some performance to run , and drops the framerate . Here again the 9500 pro and 9700 series are said to have a faster soloution to the gf4 . This is a good combination with antialiasing since it improves the clarity of the former .
Firingsquad's review shows this stuff well .
Edit : Links
http://firingsquad.gamers.com/hardware/radeon9700/default.asp
http://firingsquad.gamers.com/hardware/radeon9700/page3.asp