When selecting a primary font, a header font or a menu font, you can now select from a huge list of Google fonts. Thanks Google!
Just one word of caution when selecting Google fonts, it does add a slight overhead to a page load. Most people never think twice about this and chances are no one will notice, but it is there.
In the worse case, it can delay a page load. I've seen it happen when a page is hung waiting for Google's servers to become available and deliver fonts.
So if you are really really concerned about performance, but want a font that isn't in the basic list, download and install your own fonts inside your theme folder.
For most of us, Google fonts are great and offer an excellent selection.