Visio 2010 has dramatically improved shape edge rendering compared to Visio 2007.
Visio 2007 Solid Fill with and edge and without an edge -> Looks fine
Visio 2007 Gradient Fill with and edge and without an edge – > Looks fine with an edge, heavy aliasing when there is no edge
Visio 2010 completely addresses the aliasing
Look at the examples below, in each case a shape with a gradient transparency and no edge produces the correct anti-aliasing.