There are numerous ways to add custom fonts so I will name a few of my favorite methods.
1. First off my personal favorite is Google Web Fonts
There are a lot of nice fonts to choose from and they are free and very easy to implement. There is also the plugin for beginners WP Google Fonts
2. Next up is Typekit Fonts
This uses Adobe Typekit to add custom fonts. Does cost some money but if you are in constant demand of fonts this is a good option.
3. A good plugin to add any Truetype or Opentype font is called Anyfont
4. Font Squirrel offers free fonts.
It is quality freeware licensed for commercial work. Thanks to the makers of this site they have a great tutorial Here.
5. Last up on this list but still a great tool is fonts.com
This is fully enabled typography for the web.