This is a post as much for me, as for my readers. I keep forgetting how all these interact, and what the defaults are, so when I need to customize, I have to go digging for the details every time.
You start with 3 font families.
*serifFontFamily
*sansFontFamily
*monoFontFamily
You can customize your theme by selecting different fonts for one or more of the three.
Then you have the variables the define how the fonts are used in your theme:
*baseFontFamily -> sans
*altFontFamity -> serif
*headingsFontFamily -> base
So, if you want your headings to look fancy, you probably want headings -> alt instead of base. Also, check on these fonts, if you are in a hurry, because they are “free”:
http://www.google.com/fonts/#
And make sure you look at the appropriate pairings. Other people with better design sense than you have already found and listed good pairings, so pay attention.