Loading custom fonts at application startup needs to be light and fast. Obviously you should not try load 10 megs in custom fonts.
But how to do it and not loose any nice typographical control over your design? If you look at FontLoader from HoloEverywhere you will find that if you customize it you can reduce your custom font set as the basic fonts kept per font family are:
Mine own will get reduced to about 1.7 megs.