Here is a comparison of some font rendering technique(s). They let you show non-standard fonts but without resorting to making images.

• sIFR -- uses Flash to replace text elements with better looking ones
• Cufon -- uses Javascript/VML and specially encoded fonts
• FLIR -- a PHP library to render special fonts as images dynamically

Quick overview of all three: http://thinkclay.com/technology/cufon-sifr-flir

Here's another person's presentation with a bit more detail (and also some sketchy language, though) http://paulirish.com/type/