Clearly, this can lead to some unwanted results. First, all edges and lines get blurry and second, the assumption of a white background causes the gray shades to stand out when transferring the image to background with a different color (like the popular blue in PowerPoint presentations). A more surprising effect of anti-aliasing is that the seams between tiles that make up the land mask when using pscoast will become visible. The anti-aliasing somehow decides to blur the edges of all polygons, even when they are seamlessly connected to other polygons.
It is therefore wise to overrule the default anti-aliasing option and oversample the image yourself by choosing a higher resolution.
The remedy to all these programs is readily available to you in the form of the GMT utility ps2raster. It is designed to provide the best quality PDF and raster files using ghostscript as a rendering engine. The program ps2raster avoids anti-aliasing and lossy compression techniques that are default to ghostscript and includes the fonts into the resulting PDF file to ensure portability. By default the fonts are rendered at 720 dots-per-inch in a PDF file and images are sampled to 300 dpi, but that can be changed with the -E option. Simply run
ps2raster -A -Tf *.psto convert all PostScript files to PDF while cropping it to the smallest possible BoundingBox. Or use the -Tg option to convert your files to PNG.