As a general rule try to use as few pixels of AA as possible. The best way to practice is to make, say, and 8 color white to black spread and practice AAing white shapes on black and vice versa. Try organic shapes, circles and ellipses and straight edges at various degrees. Start with organic then move on to the more precise shapes.
There is one method that is purely mechanical that I use when making AA but it's very hard to explain. I'll try to make a picture to illustrate it, but it boils down to observing distribution of color in pixels diagonal to each other. It's pretty easy to start AAing, but it gets hard to see your errors and to see how to fix them. This is a method to speed up that process.
Here's an example:
Not an awesomely AAed thing, in fact it's a rushed piece of crap, but it will work for this purpose.
Now lookie here:
Pay attention to diagonal strips of pixels between markers of same color. (You will have to zoom of course)
Notice how they are pretty regular and symmetrical gradients, even if the symmetry is often offset. Please note that black and white are also important when looking at the strip, as marked in the lower right corner.
When you want to rapidly AA while zoomed you can just observe the diagonals and see if a gradient is regular or if a pixel or two stands out. Of course this is not enough in itself or otherwise it would be possible to make post-processing antialias filter. In the end you always have to pay attention to your shape and how it looks on a sub-pixel level. This has made AA much easier for me and I was amused to find out that Jamon came up with the very same thing, so I guess someone else may find it useful as well.