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Ryan Chatterton5,914 Points
Only include the fonts you need (bold/regular/italic). Only including characters you need, such as if you are not using any special characters with accents, etc.. Using CDN's to optimize load time and using fonts that are commonly used that will be in a users cache. but like Olga said, I would take the Web Typography class to learn about the improvements and performance.
Olga Kireeva9,609 Points
My teacher from CSS track recommended to take Web Typography class in order to learn how to improve the performance of web fonts. You can find this class in theTree House Library.