Complex, custom fonts can be beautiful. Seth Godin even recommends everyone to buy their own as one of his 9 steps to PowerPoint magic.
One problem, custom fonts are a disaster when used on a machine that is not yours. And you discover it when you click through slide 2 of your presentation in front of  a live audience...
Therefore, I won't use them as my default font in a presentation, but only in specific pages. Here is the trick:
  • Make a copy of the original (editable) slide and put it in the back of the deck, you don't wont to lose the original
  • Group all elements of the original slide into one object
  • Cut it (CTRL-X)
  • Paste special as "PNG"
The whole slide has been transformed into an image which for sure will show up correctly on whatever computer you are using.
UPDATE: POWERPOINT NINJA SHOWS A MUCH BETTER SOLUTION. HOW TO EMBED CUSTOM FONTS IN POWERPOINT: LINK
Background image purchased on iStockPhoto. Font used is Palace Script MT, built into PowerPoint 2007.