Try:
penKat.EndCap = System.Drawing.Drawing2D.LineCap.Round;
penKat.StartCap = System.Drawing.Drawing2D.LineCap.Round;
penKat.LineJoin = LineJoin.Round;
MiterLimit might help, if your lines are thicker than a few pixels..
Edit: For crisp joins you may want to experiment with other LineJoin values:
penKat.LineJoin = LineJoin.MiterClipped;
penKat.MiterLimit = 1.5f;
Or
penKat.LineJoin = LineJoin.Miter;
penKat.MiterLimit = 1.5f;
Do try out other MiteLimit values until you're happy! Or post an example image with the two versions..
For stroke widths of 2-4 pixels the difference between the LineJoins will not be very visible. This changes dramatically with growing stroke widths; so remember this property for those thicker lines!