I had this problem (Visio 2010, Word 2010, Acrobat XI). Pasting as Enhanced Metafile, which had worked perfectly for older software versions, started to render with the jaggies.

The following seems to work: avoid fills that have a pattern. In Visio 2010, select a shape, then Shape > Fill > Fill Options > Fill Pattern is 01:Solid. I did this with a complex, grouped shape, pasted as EMF into Word, ran the Acrobat converter, and the shape in the PDF is excellent. I can zoom in relentlessly and no jaggies.