Now this is an fantastic thread. Count me in among the font fanatics!
Most of my favorites have already been mentioned. I loved how Square used Chicago back in the SNES days. They deserve better recognition for putting together a monospaced version of Chicago for the menus in FF6 -- I don't think Apple ever tried that. People must not have liked it, though, because in Chrono Trigger they went back to the FF4 font when they needed something in monospace.
FF12 made use of two of my favorites, very subtly:
Futura, for hit points on the combat screen, and
Eurostile for the inventory screen. What's the name of the font used for general combat notifications? It looks a little like T VAG Rounded (look down at your keyboard for a sample if you're on a Mac), but the lowercase a is a little different. And what's the name of the dialogue font that some here love and some hate? I've never been able to find it.
Sometimes you see the Roman-alphabet portion of Japanese fonts used in Western games; I've never liked this. Do they look fresh and interesting to people who haven't already overdosed on them? Demon's Souls and Dark Souls use
MS Mincho and Resonance of Fate uses
MS Gothic.
In Assassin's Creed, Abstergo's computers use a Futura-infused variation of
Helvetica: it's 95% Helvetica, but the lowercase a and t (and maybe some others) are imported from Futura and have their small hooks stripped off. I like this font a little more than the one the Assassins use in their Animus in the AC2 series, and I like both of those a
lot more than the garbage that they used in AC3.
And Valkyria Chronicles deserves some kudos for their extensive use of this
Fraktur-like Belgian-beer-bottle font; I've never been able to find its exact equivalent:
I even like the dot in the zero, even though it looks completely unnatural.
Are any of you racing game fans bothered by this:
See how the number 1 takes up less space than the other digits? This would look just fine in the middle of a sentence of running text, but when it's surrounded by other numbers (such as on a spreadsheet), it looks awful. And when you're playing a racing game, with numbers such as the clock and your speed continuously changing, it means that the digits around it will shift a few pixels whenever a 1 appears.
That draws your eye away from the track and the ships. It drives me crazy!
(Once you start seeing this, you can't unsee it. Be warned.)
Contrast this with Wipeout 3, which has a monospaced number font, so the numbers always stay in one place.
Fortunately Wipeout HD lets you choose that UI if you like -- all racers (and games in general) should use monospaced number fonts!