In the past and we still do this to some degree today....
The recommend solution is to use http://www.fontspring.com/.
FontSpring is preferred because they provide formats to work with older browsers http://www.fontspring.com/fontface and have auto-hinting to ensure the font looks nice on Windows.
Even though web fonts are quite prolific, some custom IE6 installs at some banks may break web fonts. Fontspring works with IE6.
To document, there's a flash as the font changes... what browsers and how that happens.