Make sure you interpret the Illustrator document correctly in AE.
Right click on the Illustrator file in the AE project window and choose Interpret Footage, then set the Pixel Aspect Ratio appropriately.
The square pixel equivalent for HD is 1920x1080, so you should design your Illustrator artwork at that size. Of course re-interpreting the source also works, but be warned, that this may trigger 17 :: 16 (ratio denominator) errors, because the AI engine doesn't really understand anything else but square pixels and you will get unbalanced antialiasing, also. You can also of course scale everything in AE to un-squeeze it. If you use continuous rasterization, you lose no quality.
If you still have quality problems and are confused about rasterisation & such, you can still create, in photoshop, a squarepixel 1920*1080 file, and importe you AI document into it (it will be rasterized) and then import the PS footage into AE.
I recommend using the video-related presets in AI when creating Illustrator artwork for After Effects. It's a sub-category in AI's new document dialog. That should put all the guesswork out - it'll just pick the correct square pixel equivalent for the format you're working with.
Adolfo Rozenfeld - Adobe