Ever since the troubles brought on by using Cufon I ventured away from using external font resources, but as of late, I have been looking for alternate methods of l
I use the inline css method because the overhead of the extra request is more than the size increase when bease64 encoding. This is also further offset by gizip compression by the server of the css files.
Other option is to use asynchronous loading of fonts but most often users will see the fonts popping in after load.
Regardless of the method, you can reduce the size of the font file by only including the character sets you will use.