Embedding fonts with CSS. Good or not?

[Kesh]

I'm asking about embedding 1 or 2 fonts in the CSS or header of a website so you don't have to use the users device fonts (arial, courier, etc.). I've done some searching around on google on the subject but I wanted to get the opinion of people who have maybe used it.

I read it's compatible with IE4+ but some browsers may detect it DLing something and warn the user who may leave your site.

What kind of font filetype does it need to be? What about mac vs. pc?

Overall, do you think embedding a special font is a good idea or not? I know it can add a little to the DL time.

[EC]

I've used the javascript/php method and never had any problems. Only for display text, though (ie h2). I would definitely not suggest it for body text.