If you are creating vector objects that require straight edges, make sure that your vectors snap to the pixel grid. Otherwise, you could end up with anti-aliased edges.
To make sure that your pixels snaps to the pixel grid, go to the Preferences Panel (PC: Ctrl K, Mac: Command K). Under the Tools tab, enable “Snap Vector Tools and Transforms to Pixel Grid.”
In Photoshop CS6, this checkbox is found in the General tab.