[marcloney]

Chris Coyier has a great blog entry [1] on using and creating custom fonts but Font Squirrel [2] is my tool of choice for generating cross-browser font files and the markup to embed them.

[1] http://css-tricks.com/html-for-icon-font-usage/

[2] http://www.fontsquirrel.com/fontface/generator

[glenjamin]

I've used the IcoMoon app at http://icomoon.io/ a few times to good effect.

It lets you pick exactly which icons you want, from a variety of sources, and combine them into a single font.