Is it somehow possible to do 1 pixel thick antialiased shapes? That is for example an elipses that can be rotated in all axis and no matter what how close you zoom towards the edge, it is always 1 pixel thick.
I'm not sure you're using the correct terminology for something here, and it's hard to know what you want.
Global Anti-aliasing settings can be found under Edit > Project > Quality. Each setting has anti-aliasing options where you can specify the number of AA passes across the game, and you can specify the default quality for the editor as well as the compiled player.
I don't know what you mean by "1-pixel thick", though... anti-aliasing just basically blurs the edges of everything on the screen, making the graphics appear less jagged.
Edit: Oh, I see what you're saying... I think the only way to do that is to actually draw a line right to the device, I don't think Unity supports drawing a line in 3D space that is equally as thin no matter where the camera is. This is similar, actually, to how the Gizmos are drawn in Unity (free from the camera's perspective), but Gizmos are an editor-only feature, you're going to have to code a custom system.
He might be referring to billboarded sprites, which rotate with the camera and (being normal everyday Texture2Ds positioned as "3D" models within 3D space) are one pixel thick.