Antidot lattices were fabricated by atomic force lithography using local oxidation. High quality finite 20x20 lattices are demonstrated with periods of 300 nm. The low-temperature magnetoresistance shows well developed commensurability oscillations as well as a quenching of the Hall effect around zero magnetic field. In addition, we find B-periodic oscillations superimposed on the classical commensurability peaks at temperatures as high as 1.7 K. These observations indicate the high electronic quality of our samples. (C) 2002 American Institute of Physics.