What I mean by a "pen-like" stroke is this: when you draw on a paper with a circular bud pen. You will get a line with a round beginning and ending. In case, my explanation isn't good enough, please see "Join Round" and "Cap Round" at http://java.sun.com/docs/books/tutorial/2d/geometry/strokeandfill.html
In Java, we can set the stroke and such to have such line, so is it possible to have OpenGL to do it natively?