I've seen antialiasing on Windows using GDI+, Java and also that provided by Photoshop and Gimp. Are there any other libraries out there which provide antialiasing facility without depending on support from the host OS?
Antigrain Geometry provides anti-aliased graphics in software.
There are (often misnamed, btw, but that's a dead horse) many anti-aliasing approaches that can be used. Depending on what you know about the original signal and what the intended use is, different things are most likely to give you the desired result.
"Support from the host OS" is probably most sensible if the output is through the OS display facilities, since they have the most information about what is being done to the image.
I suppose that's a long way of asking what are you actually trying to do? Many graphics libraries will provide some form of antialiasing, whether or not they'll be appropriate depends a lot on what you're trying to achieve.
As simon pointed out, the term anti-aliasing is misused/abused quite regularly so it's always helpful to know exactly what you're trying to do.
Since you mention GDI, I'll assume you're talking about maintaining nice crisp edges when you resize them - so something like a character in a font looks clean and not pixelated when you resize it 2x or 3x it's original size. For these sorts of things I've used a technique in the past called alpha-tested magnification - you can read the whitepaper here:
http://www.valvesoftware.com/publications/2007/SIGGRAPH2007_AlphaTestedMagnification.pdf
When I implemented it, I used more than one plane so I could get better edges on all types of objects, but it covers that briefly towards the end. Of all the approaches (that I've used) to maintain quality when scaling vector images, this was the easiest and highest quality. This also has the advantage of being easily implemented in hardware. From an existing API standpoint, your best bet is to use either OpenGL or Direct3D - that being said, it really only requires bilinear filtered and texture mapped to accomplish what it does, so you could roll your own (I have in the past). If you are always dealing with rectangles and only need to do scaling it's pretty trivial, and adding rotation doesn't add that much complexity. If you do roll your own, make sure to pay particular attention to subpixel positioning (how you resolve pixel positions that do not fall on a full pixel, as this is critical to the quality and sometimes overlooked.
Hope that helps!