I always struggle with text in general, but I do have some favourite fonts that I use a lot.

For small text, I like A Love of Thunder - it's an all caps font that looks good even in really small size.

I like God Bless America for anything cursive, but it can be a struggle to make it legible on something icon-sized.

Fox in the Snow is something I feel looks best the bigger the font, so I use it mainly for wallpapers and sig tags. It works great in contrast with a more blocky font.

Other fonts I like:
Moon Flower
Another Typewriter
Hearts (for when you need a heart but don't want to draw it or find a heart texture *g*)
Tall Dark And Handsome
Lemon Milk
Reklame
Federation Starfleet