The City of Heroes client has a very clever way of letting players non-destructively modify their client files without worrying about accidentally overwriting anything important or needing to redownload files to return to the default. Every texture, model, sound and resource is located somewhere in the file system of the .pigg archives, but if you create a folder named data in the root of your CoH installation folder, the client will use any files it finds there instead of the correspondingly-named ones in the .piggs.
One consequence of this is that it's easy to replace the UI fonts to something you prefer, whether you want something more compact, something more stylish, or something easier to read.
Warning: client modifications like this are done at your own risk, and we can't provide support for any problems caused by file replacements like this. However, if you are unhappy with the results or it causes the client to misbehave or hang, just quit the game and delete the files from the data folder.
In the .pigg files, the important font file names are:
fonts/mont_demibold.ttf, Montreal Demibold, the main UI font for almost everything
fonts/mont_bold.ttf, Montreal Bold, used in some places like the Mission Architect editor
fonts/mont_hvbold.ttf, Montreal Heavy Bold, same
fonts/Paragon City Italic.ttf, Red Circle Italic, the floating combat text font and the font for headers in places like the Options UI and the character info pane
fonts/redcircl.ttf, Red Circle Regular, the non-italic version of same
fonts/gothicb.ttf, Century Gothic Bold, which looks a lot like Montreal Demibold but some UI elements use it instead, for reasons I don't know
(There are some additional fonts that I assume are used for minor UI elements, as fallbacks if a regular font is unavailable for some reason, for the defunct Korean version of the client, and other minor things, but the six fonts above cover almost everything you'll see in the UI.)
To replace one of these fonts with your own:
Close the game client.
Make a folder named data in your CoH install location. (You might already have a data folder if you have VidiotMaps, or have done any sound or texture replacements.)
Inside that folder, make a fonts folder.
Choose a Truetype (.ttf) font and copy it into the fonts folder. Rename it to match the name of the font that you want to replace. For example, if you want to use Comic Sans as your floating combat text font, rename comic.ttf to Paragon City Italic.ttf.
The next time you launch the client, the font you've chosen should now appear in place of the stock font. For example, I replaced the Montreal fonts with Claredon fonts, and Paragon City Italic/Red Circle with Big Noodle Too, and here is the result at the login screen.
Again, if you're unhappy with the results or just want to return to default, undo this change by deleting the individual font files, or the fonts folder if you want to remove all font swaps.