CM10 allowed for 1x, 2x, or 4x anti-alias, which GREATLY smoothed out all the pieces. I can't find that option anywhere in CM11. I cannot believe they would take that out... I don't get it. How do I get that option???

This has been the subject of many complaints, but yes, it's gone (no one knows why they took it out).

You can still adjust anti-aliasing, but you have to do it for your video card via the Control Panel.

Easiest way to to this is to go to your video cards control panel, and change the Hardware controlled (Not Software Controlled) AA to your desired setting. That way, you wont have to mess with game files and potentially cause it to bug.

Its been pretty long since I had to do that manually myself. A lot of new games support the in game option for AA.