Arran makes an excellent suggestion.
A well chosen font can turn a run-of-the-mill document into something special, but I'd add a friendly warning that you should make sure that any font you download really is free for how you're using it.
For instance, some fonts are free for personal or non-profit use but not commercial use. Other fonts request a donation or some kind of credit in the finished material.
When you embed a font in a document and then someone downloads that document - or however they get it - you're essentially distributing that font so you need to make sure that it's okay to be doing that. (It's a legal minefield that has been around for years.)
The website you get the font from should contain terms and conditions that you should read and abide by, and most fonts come with a text file listing these terms too.
This probably isn't a problem for most fonts - especially the ones that came loaded on your machine - in most cases, but it's something you should keep in mind if you start to use stuff you get from the web or other sources such as magazine cover disks.
P.S. There's always the option to outline fonts instead of embedding them - which can, in some cases, lead to a smaller PDF size - but that's another story altogether.