It used to be we could only use a handful of fonts on our websites. Now, there are many font choices from Typekit, FontSquirrel and Google web fonts.
If you use the Chrome Web Browser, there is an extension you can use to make it easier to generate the code with Google web fonts.
http://www.google.com/webfonts/preview. Check out the video from Google IO 2011 about what web fonts mean for web design.
http://www.youtube.com/watch?v=QTX1lU97z08
A licensed service is also available with WordPress plug-in extension from TypeKit, http://www.typekit.com/.
http://wpmu.org/typekit-for-wpmu-%E2%80%93-new-free-plugin-available/
FontSquirrel, http://www.fontsquirrel.com.
Here’s a link to using this with WordPress: http://www.designisphilosophy.com/tutorials/custom-fonts-with-fontsquirrel-com/
Unfortunately, these approaches don’t work with Photoshop.