Justine Larbalestier was confused about why you would care what font you wrote something in. There are some very good comments but this is what I had to say:
For the most part any font you can read will do. But a lot of authors do talk lot about the experience of writing. Some find writing in certain places make it more enjoyable or even helps them produce a different quality of work. Lot of authors yearn to write a novel on an old typewriter to get the feel of how those old timey writers did it. I posit that the font you chose can have a similar effect. Perhaps if you like listening to music to set your mood you might want to chose a font that better reflect the type of mood you are trying to give. Some fonts are contemporary and some classic. Some are airy and light while some are dark and foreboding. I'm not saying it will get you any different results but enough authors seem to talk about setting up the experience of writing that it must have some effect for some people.