Shapes are path-masked layers filled with color, for lack of a better way to describe it simply. Paths are vectors. Because a path is a vector, antialiasing doesn't apply, technically speaking, (not that you couldn't get antialiasing into it later).
So if you want antialiasing, work in pixels. On an empty layer, use the selection tools to make a selection of the desired shape, then fill it with the desired fill color, (Edit > Fill). After that, changing fill and stroke colors is a matter of applying layer style settings, (double-click the layer in the Layers panel).
Thank you for the feedback. If I'm reading you correctly, that changes the fill and stroke of a selection in general, despite whether it's a shape, picture, or whatever. It's still good to know, but I was hoping there was a way to change the actual shape style.
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The vector Shape layers are always rendered with anti-aliasing in Photoshop. However, it is possible to put an aliased stroke on a Shape layer by using aliased Layer Style Inner Glow and Outer Glow as shown below. If you want an aliased Shape layer without stroke then give it a thin aliased Layer Style Outer Glow with the same colour as the shape's fill.
This really helps. Thank you.
Thank you too, John.