NetBeans editor follows the system setting of anti-aliasing font. On windows you have to set up ClearType method to smooth edges of screen fonts, which is not the default value on Windows XP. I think that Windows Vista uses ClearType method as the default one. Also the default value in both cases can depend on your hardware. To change the method go to the Display Properties and in Appearance tab open the Effects dialog.
When there is the default value Standard, then NetBeans doesn't provide anti-aliasing. The picture below shows the IDE without anti-aliasing or when the method to smooth edges of screen fonts is Standard on Windows XP.
The next picture shows the IDE, when anti-aliasing is switch on.
It's better to see the differences, when the picture is zoomed.
The native anti-aliasing on Windows is available from JDK 1.6 (Update 10). You can disable it, when you start NetBeans with -Dawt.useSystemAAFontSettings=false from command line (netbeans.exe -J-Dawt.useSystemAAFontSettings=false) or you can also add this property to the netbeans.conf file.
If you use Gnome, then the method of anti-aliasing you can set up in System -> Preferences -> Appearance.
If you don't like the NetBeans default font, you can change it in Option dialog -> Fonts & Colors tab. In the Category list select Default item and change the font.
For example this is Lucida Console 14.