For a long, long time websites were restricted to using the web safe set of fonts – fonts that you were pretty sure would be on the computer of anyone who visited the site.
In the last few years various font replacement techniques have been used, some more succesfully than others.
Sifr used to be a favourite of mine until the use of flash started to become a problem. There were various instances where an upgrade to Flash knocked out the font display in the site, and of course anyone who wants their site to be readable on a iphone/pad/pod would need to avoid this approach.
Increasingly, I’m finding the use of webfonts to be the best approach to opening up the possibilities for text.
Google WebFonts is a great, free online resource which hosts the fonts for you. And there are a number of font foundries that offer either cheap or free fonts that can be isntalled in webfont format. For example FontSpring.