Yes, convert has an -antialias switch, but not GhostScript — at least not the jpeg driver (there's an x11alpha screen driver, but I think that's the only one which does anti-aliasing by itself).  And ImageMagick (i.e. convert) cannot render PDF/PS itself; it uses GhostScript for that under the hood, anyway...

Personally, I prefer to use both tools separately, because then I have fine control over the parameters used during conversion, and so far, I've always achieved better results (in less time) than when trying to convince convert alone to do what I want.

For example, the naive approach (which I figure should be comparable to the conversions I posted above) when using convert directly would be something like this:

$ convert input.pdf -density 150 -geometry 1240x1754 -antialias -quali
+ty 90 img%d.jpg
[download]

But the results are much worse than when doing the steps separately... (example: test1.jpg, test2.jpg — where test1.jpg has been produced by using gs and convert separately, and test2.jpg when calling gs indirectly via convert (the command right above)).

As I read the docs, -density is supposed to set the resolution ("set resolution of an image for rendering to devices"), however, for some reason this doesn't seem to be passed on to Ghostscript (as can be revealed using strace)...  In case you have the patience to figure out the correct incantation of options for convert that achieves the quality of test1.jpg, please let me know (input PDF here) — IMHO, there's too much Magick going on :)