Wow, playing with 3ds Max during bbq?! That's dedication @madsd .
Thanks for the tip on the lights!! I'm coming from Mental Ray so I'm used to lights having physical units and those huge values would be normal. I cranked my lighting waaaayyy down and switched to Physical Camera Exposure Control. I also increased the size of the lights and moved them around a bit. I think the lighting is way more balanced now.
However, still was getting lots of aliasing. My renders do not match your results. (side note: I cannot get the GPU to render activeshade. I also cannot get the denoiser from the denoise tab to work at all. As soon as I switch it on, it just doesn't render anything. I'd really like to get that working because there are hundreds of images/labels to render and cranking the indirect specular samples up is obviously very expensive. I downloaded a sample scene you uploaded on this forum post and it won't render either.. I may have to look into the graphics card or driver or something.)
Even after adjusting the lighting and setting the clamping back to default values, I'm still getting aliasing. I think I have traced it to the roughness, or rather the lack of roughness. I did a lot more playing around and loaded some other materials to compare. Here was my current result from just adjusting lighting and stuff:

Pretty good, but definitely still has some jagginess.
I tested a satin metal that had a bit higher roughness and it actually looked better. So I decided to play with that for a while. See the image here, roughness at zero:

Super jaggy-looking. I cranked the roughness up to match my satin material:

Better! I added some anistropy:

Then rotated the angle of the anistropy:

This still needs some work, but I'm feeling pretty ok with these results. The lighting was a big help, defo. So thanks for that. However, on my end it appears that the jagginess is coming from the specular highlights if the material is completely un-rough. I still don't know why that would be the case, but I can work with cranking the roughness up I think.
I do have some glass and plastic materials that are very glossy and will be another story, hoping I don't run into this again there. I have worked with Autodesk on other issues with those models for quite a while.
Thanks for the input and the weekend time! One of these days I hope I'll get Arnold figured out like I did that other renderer..