Many people will hesitate about embedding fonts in a pdf because they think it will increase the size of the file too much.
But, good design insists that you use a limited number of fonts in a publication, so the overhead that the fonts use is very minor.
You should always
embed fonts in a pdf file - as Tammy says, some people may not have that font on their machine. More subtly, they might also have a different version of the font with different letterspacing, etc. This could create havoc with your layout.
I know there are dozens of font sites with lots of great looking fonts, but there's a warning in that. Stay away from fonts created by individuals - they invariably have poor letterspacing and sizing problems, or only come in a limited number of styles. Despite the fact that everyone and their brother think they can create fonts, if done properly it's a very time-consuming and tedious process to make sure every character fits properly and works with every other character. You can, though, try some of the unique fonts for headlines, etc without much problem.
Have fun with fonts, just don't go crazy. 12 different fonts in a 50 page book is 10 fonts too many....
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