As others have pointed out, draw at 100% to see what you're actually producing, but it may be just a Photoshop issue. When you're working in large resolutions like 300dpi+, Photoshop will sometimes show you the picture in a lower resolution to suck up less resources. This is most noticeable when you work with text or any other vector information. Photoshop will automatically show it as rasterized pixels, but as long as you save it with the vector info in place, it wont be jagged-edged.
No one's suggested anti-alias yet I noticed X3 Somewhere in the program should be an option for anti-aliasing your brush. Play with it and see if it gets any smoother, it should do. X3 I can't tell you exactly where it is though because I don't know what version you have.
I suggest tinkering with the brush settings if you're still having problems. Fade: 0 Hue Jitter: 0 Scatter: 0 Spacing: 10 Hardness: 95 That's my settings and my lines come out very smooth. I hope that helps.
Zoom in to draw, use massive canvases (I usually use canvases around 2000-3000px large) and shrink them back down once you've finished drawing them. Photoshop isn't the same as SAI when it comes to drawing surprisingly... I do prefer SAI for lineart too, but I still use Photoshop more because of the massively customiseable brushes (I'm not sure how to do that in SAI, if it's even possible).