Naima - Illustrator, or a vector program is usually easier for that. Illustrator has many ways to achieve good crisp lines of various styles.
That being said, many people spend most of their time in Photoshop or GIMP. If that is the case for you then the best way to do that is with the pen tool in PS.
You would create your line or "path" with the pen tool. Then select a path and go to the "Paths" tab, down near the layers tab. Select a PS brush that has the settings you want, for example a dotted line. Then right click on the path in the paths tab and select stroke path or sub-path. It will leave you with a line such as you have selected.
Here is a quick screenshot process.
Clipboard01.jpg Clipboard02.jpg Clipboard03.jpg
Clipboard05.jpg Clipboard06.jpg
The biggest thing then is to find or make the sorts of brushes that you would want to use.