Every time you draw shapes in Photoshop CS6 and any of shape tools is selected, path outline will be visible. To quickly hide outline and see result of drawing without destructive gray outline just Ctrl + click (try Cmd + click on Mac) on layer with shape. You can also use Ctrl/Cmd + H to hide outlines but in that case all extras like guides will be hidden too.
This is my last quick tip for this year. Take care and Happy New 2013!