I recently switched to using the newish Consolas font from Microsoft for VS2005 / text editors. It's a nice font, and I was wondering how I could get it into the console if it was even possible. Turns out it is, with this 'unsupported' hack from Microsoft
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Console\TrueTypeFont]
"00"="Consolas"
KB article is here.