With the newest beta build, I can run lots of games at full speed. Now I want that which inspired me to get PCSX2 in the first place, better graphics. Is there some way to activate AA or any other options that would make the game look better?

if you are using gsdx then yes, you can have anti-aliasing

read here and follow the link in it:
http://forums.pcsx2.net/thread-3476.html

Hi there... The internal res will give you AA... try 1024 x 1024 or 2048 x 2048... unchecking Native res gets you there...

question: why use square resolutions? doesn't the ps2 outputs 4:3 and 16:9 resolutions? and unless you have a widescreen monitor it's also 4:3, i always use 1280:960 which is my screen resolution... i don't get it why people use these resolution when both the ps2 and your monitor use either 4:3 or 16:9 resolutions...

I have question. If i have 1280x1024 ressolution so 2 * 1280x1024 = 2560x2048. So this is 16x AA. Ok, so if I need only 4xAA I'm should only do this:
1280x1024/16 = 80x64.
80x64 * 4 = 320x256
And 1280 + 320x1024 + 256 = 1600x1280 - and this is 4xAA?

or for 8x AA:

80x64 * 8 = 640x512
And 1280 + 640x1024 + 512 = 1920x1536 - and this is 8x AA? I'm good understand it?

No if you have 1280x1024. 2560x2048 is roughly the equivalent of 2x2 supersampling which is probably slightly better then what you would get with 4xAA as it applies to textures and transparent surfaces as well. Though if you run TAA as well it would be roughly equivalent. The issue is while it gives the best results supersampling is a horrid way of doing things as it takes up so much power. Thus the advent of multisampling which is what most people Call AA or FSAA these days. The recent advent of Transparency AA, Coverage Sample AA, ATI's Temporal AAm and filters are an attempt to get more quality AA then Multismapling can provide but still not haveing the hit of supersampling.

So what settings should I use? Or I should use Nvidia Panel and add PCSX2 with 4xAA?

nhancer with the AA trick looks nice without putting too much a of a dent in your framerate but it's DX9 only so far. So it's easiest to just use the internal res settings. Though you are welcome to play with the settings in nhancer too.

I think this isn't working on Vista (I try DX10/9) in Nvidia Panel too ;/

Not the control panel but a program called nhancer...

This explains how to do it.