Cufón is a neat font-replacement script that has been gaining popularity of late. It’s easy to set up, and works in modern browsers, and IE6+.
Next you include the minified Cúfon script, and the font JS file, then call the Cufon.replace() function.
Easy enough. The only downside is that the text won’t be selectable after the replacement.
You can read more about Cúfon in the documentation.