You can make your site look awesome with web fonts. Google Fonts are really easy to use. You can use font wordpress plugins to change styles easily. Use various web fonts and just implement them. I like Google Fonts cause they are from Google and I can myself implement them easily. Although linking an outer css file may not be the best solution, still it is so easy. You can see how it will impact your page load. If you dont want to add a few lines to header.php and style.css, probably best way is to make a WordPress Font Plugin directory search.
Google Web fonts: google.com/webfonts
WordPress Font plugin: http://wordpress.org/extend/plugins/wp-google-fonts/