Is there some way to store a "scene" in Direct2D on the GPU?
I'm looking for something like ID2D1Mesh (i.e. storing the resource in vector format, not as a bitmap) but where I can configure if the mesh/scene/resource should be rendered with anti-aliasing or not.
There is a way to get antialiasing with ID2D1Mesh, but it's non-trivial. You have to create the Direct3D device yourself and then use ID2D1Factory::CreateDxgiSurfaceRenderTarget(). This allows you to configure the multisampling/antialiasing settings of the D3D device directly, and then meshes play along just fine (in fact I think you'd just always tell Direct2D to use aliased rendering). I haven't done this myself, but there is a MSDN sample that shows how to do this. It's not for the faint of heart ... and in order to do software rendering you have to initialize a WARP device. It does work, however.
Also, in Direct2D 1.1 (Windows 8, or Windows 7 + Platform Update), you can use the ID2D1CommandList interface for record/playback stuff. I'm not sure if that's implemented as "compile to GPU" (ala mesh), or if it's just macros (record/playback of commands).