I'm using the K2-Lite theme and I've uploaded my own site header, so the font on that is fine.
Need help? Check out our Support site, then
Can I Change the Font of My Page Header, Blog Copy and Sidebar Text?
Yes. Provided you have the expertise to work with editing the css you can change the fonts. Do note though that there is no staff support for learning css and that's why the upgrade is not recommended for those who have no css customization experience.
There are css resources in the css customization forum sticky posts
Read me first http://en.forums.wordpress.com/topic.php?id=3697
Learning about CSS http://en.forums.wordpress.com/topic.php?id=3241
Getting started with Custom css http://en.forums.wordpress.com/topic.php?id=3239
Mark has also listed some resources in the FAQs http://faq.wordpress.com/2006/08/15/where-can-i-find-css-customization-help/
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