There are two ways to apply strokes to shape layers in Photoshop CS6 — via layer styles, which have been around since version 6 (that’s the ancient version 6.0, not CS6), or via the all-new vector shape options. They may appear similar at first glance, but there’s some significant differences.
Bjango has put together an excellent post on getting higher quality strokes in Photoshop CS6 that’s definitely worth a quick read!