How to do smooth curves.
In the image above, the lines marked "A" are good. Each "step" in the line is the same length, so they look smooth and consistent.
The lines marked "B" have jaggies. By alternating between step sizes (for example sizes of 1 and 2) a rough impression is created. Of course, many line angles require this kind of jaggedness to work, so try to avoid those angles if you can. Or use some subtle antialiasing, but that's another subject entirely.
The shapes marked "1" show straight lines at angles to each other. So if you want a smooth curve, avoid breaking off your straight line at 45 degrees. (Unless you're doing really tight turns, see below.)
The curve marked "2" is good. There are no alternating steps, and we've kicked off from the straight line at less than 45 degrees. After that (and this is a new rule for curves) the step size never changes length by more than one pixel. In this case, the steps are "straight -> 2 -> 1 -> 1 -> 1 -> 2 -> straight."
The curve marked "3" has a few errors. You've got an angle at the top, a step change of 1 to 3, and even a 90-degree angle.
"4" shows staircasing, where a double thickness line creates an obvious staircase pattern. Try and avoid doing this as it really looks like you intend to emphasise the step shapes, rather than show a thick line at an angle or making a curve.
"5" shows multiple errors, which are fixed in "6" based on the rules above.
Given this, you can now make a more convincing inner circle for your sprite, and fix the angular cloak trim that I left in.
Shout if you need anything explained more.
Also, remember that these are rules for straight lines and smooth curves. Sometimes you'll want to create these jagged shapes on purpose for other reasons.