Jagged edges on circles with anti-aliasing on

Hi,

When using the elipse tool I get circles with jagged edges, even changing shape to pixels and turning anti-aliasing on. How do I get circles to look like smooth circles without jagged edges in Photoshop? I have a number of these I'm planning to do, so a process without an extensive number of steps just to get a smooth circle would be great. What has worked for you? Thanks.