Google Fonts has an extensive set of custom fonts that are very easy to install and legally fine to use wherever you like: https://www.google.com/fonts. Just browse and click the fonts you want, then click USE. It'll provide you with all the necessary CSS, and the font files themselves are hosted by Google.
If you want to create an entirely custom web font, you can use FontSquirrel's web font generator (http://www.fontsquirrel.com/tools/webfont-generator). This allows you to upload any True Type font file you already own and transform it into a web font; it'll also provide you with the necessary CSS though you'll need to host the font files yourself.
Be careful legally with the latter option; not all fonts are licensed to be used on the web.