CSS3 allows you to create custom font-faces so a user will see fonts exactly as you’d like them to be seen, without forcing the developer/designer to export all custom fonts as graphics.
Font Squirrel has an excellent utility that will convert your font files to the common formats and generate the stylesheet required to use these new font-faces. That generator can be found here. The generator creates a demo.html file that displays all of your newly created fonts.
As an example, the header text on this site uses a custom font. Go ahead and view the source and see how it works.