The other day I rediscovered how much multi-sampling improved your average scene for very little cost**. First the pic - look especially around the edges, or click for a magnified view:



Multi-sampling is basically rendering the scene at a higher resolution and then downsampling to your screen resolution. It helps reduce "jaggies" on the edges of polygons which gives your scene a much more polished look.

Multi-sampling may not necessarily be for you. For example, if you are fill-rate bound or if you are using certain multi-pass techniques such as shadow volumes (which together can produce some odd effects.)

** Low cost in terms of frame rate; there is a memory cost. Although, if your machine has to fall back to software emulation or if your game is fill rate bound, the frame rate part won't be so true either.