well they look jagged bcoz ur making it in Photoshop,
remember whateveru do in photoshop becomes a RASTER IMAGE, In a RASTER IMAGE there r pixels , so when u increase the size, the pixels cannot multiply and make their own predicaments to color ur choosing, so they takei nto account the nearby pixels i.e. white or black, As white or black are not colors,(YEAH THEY ARENT COLORS, IT IS SAID THAT THEY ARE JUST LIGHT AND DARKNESS, TO BE DEPICTED IN ANY ART, thats why when u make a lightsource it white brush right.), They dont show in output, so ur edges look jagged.

if you want a scalable logo you should definately make it in VECTOR IMAGE form in vector softwares like Illustrator or Coreldraw, bcoz, vector graphics modify by the help of mathematical calculations and they dont takei nto account the pixels, so their scalability is not limited.

otherwise choose a really large canvas in photoshop, say 3000x3000 and then make a logo so u can resize it to small size without making the edges jagged.
but if you really ask me i make my logos in Illustrator and Coreldraw, i cant think of any logo developing in photoshop coz there are so less opetiions for objects, illustrator or coreldraw on the other hand are made in accordance with creating objects and modifying their size,structure and perspective as per your wish, so i will recommend you make a logo in illustrator.


Hope that helped you
If you want to know more feel free to ask me on pms