just noticed that it does matter if you choose paint brush or pencil as well. in the video, sup'h'man says you can use either one. if you use pencil (with new gear brush), though, you get jaggies on the diagonals of the gear teeth. if you use paint brush (with new gear brush), you get smooth edges.
i just followed the video again, and this time, for the brush creation, i made the background transparent. the first time i had the background white. using transparent background fixed the jaggies problem on the edges of the brush - i guess something is different in the lasso selection process when you select on transparent vs white background. now my brush looks like sup'h'man's. (and my gear is smooth)
great video - thanks! i got a smooth inner circle, but my gear teeth are jaggy. i think it has to do with aliasing at edges of the brush - my brush looks a bit jaggy on the diagonals, more jaggy than the one in superiorhandyman's video. i also get some bits of white between some of the brush segments, maybe also related to the edges of the brush.