I don't recommend using a font other than a standard one for the actual content text on your website (because either users won't have it, or it'll be hard to read), however for the images, logos, and such sometimes a font that is a little different ads a nice touch to the website.

Several websites for free fonts are available:

http://www.urbanfonts.com/free-fonts.htm
http://www.dafont.com/
http://www.1001freefonts.com/