Use the @font-face method. http://fontsquirrel.com has a lot of free and free-for-commercial use resources on this. You can upload a font into their generator and it will give you a neat kit with cross-browser font files and instructions.
Here's an example:
@font-face {
font-family: 'OpenSansLight';
src: url('fonts/fonts/OpenSans-Light-webfont.eot');
src: url('fonts/OpenSans-Light-webfont.eot?#iefix') format('embedded-opentype'),
url('fonts/OpenSans-Light-webfont.woff') format('woff'),
url('fonts/OpenSans-Light-webfont.ttf') format('truetype'),
url('fonts/OpenSans-Light-webfont.svg#OpenSansLight') format('svg');
font-weight: normal;
font-style: normal;
}
And then reference this on whatever element you want to apply this to
<style type="text/css">
div {
font-family: OpenSansLight;
}
</style>
<div>
This is OpenSansLight!
</div>