This is My Method
First things first. You need to make sure you have Root Explorer or an equivalent file manager with root access, as you will need Read/Write permissions for the System folder.
You will also need to obtain your desired font in TrueType format. This will be indicated by the file extension ".ttf" Unlike Windows, Android does not recognize multiple font types.
Although I can't guarantee it will work in every case, I will say that I have yet to experience any problems when I simply change the file extension of a font I wish to use (for example - "Neutratext.otf" becomes "Neutratext.ttf" by simply renaming the file.)
One last thing before I start:
DO NOT blame me if you mess up your phone! Make sure to perform a backup BEFORE you do ANYTHING else. If something doesn't go quite right you SHALL find yourself in a boot loop.
Ok, now that you've backed up your phone, use Root Explorer (or whatever your poison) to find the font you wish to use and rename it to IDENTICALLY match the following two files:
Click Here Now If You Wish to Use This Tutorial for System Fonts! Otherwise, Continue Below \/\/\/\/
Once you have renamed the files, select both and COPY/PASTE or MOVE them to:
The next step is to simply change the permissions of both files. In Root Explorer, You just long press on a file and select "Permissions" from the pop up menu. There will be slight variations between file managers though. Once you figure out where permissions are located, you'll want to change the permissions of both font files so that they look like this:
Now that permissions have been changed, it's time to reboot your phone. Once it's back up, you should see your new font gracing the lock screen.
This may help if you would like to adapt this post to change your system font - http://forum.xda-developers.com/show...89&postcount=3
If you didn't notice, there are in fact, two fonts which are being replaced here. The fact is, I'm not sure if both need replacement or just one of them. The first time I tried this, I replaced both and it worked perfectly so, that's how I continue to do it. If you wish to do a little experimenting to see if we only need to do one or if we need both, feel free. I would appreciate it if you'll share your findings, so I can update the OP to reflect this.
Apparently, I also need to add that this tutorial is all based on the assumption that you are coming into it with a font which YOU have found and placed on your SD card. This font will be the one you'll be copying and renaming for placement in the System/fonts folder.
Just a heads up for you guys. Performing this mod will also change the font of your large Sense Weather Widget. This will probably be a plus to the vast majority, many will be indifferent but, for a small percentage of you, it may be a deal breaker. This note is for you.
This mod will apparently work on the Desire HD as well, with slightly different results. It seems to work just fine with the exception of the icon labels beneath the lock screen icons. They appear to be unaffected. I have no Desire HD so, I can't help you guys out much here.
Added link in OP to help simplify System Font Adaptation
Now confirmed to be working with BAMF SoaB!
BEFORE (and I'm ONLY referencing the fonts here):