I’m a big fan of the Google Font Directory. The concept is simple, you import fonts hosted at Google in your webpages, so all users get the same result. Regardless of what fonts they have installed on that device.
That means you can have designer web pages without graphical headers/titles and deliver simple (optimised) text to the search engines. No complicated text-replacement techniques required.
All you need to do is call in the font via a stylesheet request in your header. You can then specify that font throughout your other stylesheets or inline within the HTML. The implimentation methods are described in detail here.
Well I visited there this week and discovered that they now host a series of Cyrillic fonts. Definitely one to bookmark if you create Russian sites and content. If you need some help using these fonts, then leave a message in the comments below.
Update: See the comment by Sjoerd (Studiodinsdag.com) below – and add &subset=cyrillic to make this work.