Anti- is primarily used as the prefix to another word. For example, an antidote is a medicine given to work AGAINST a poison. "Against" is usually the more appropriate word unless you are creating a combined form.
Some examples:
1. I have always argued against capital punishment.
2. I have always been opposed to capital punishment.
3. I have always been anti-capital punishment.
These all mean the same thing. Number 3 is acceptable in speech, but I would not consider it good written English.