Thanks for the hint! ;)
Your question regarding the font helped me find the problem.
My figure was a simple oval shape with some text in the center.
For the text I instanciated a new Font object, did a
Graphics.setFont(myNewFont), printed the text and disposed the font right
afterwards. Then I was trying to draw the antialiased oval.
Now the problem was the font being disposed before
Graphics.setAntialias(SWT.ON) was called. I never figured the font was
needed for drawing some lines.
I'm not sure if this is still considered a bug in SWT or just my stupidity -