A little group called Nuclex has put together an excellent text-rendering utility that integrates extremely well with the XNA Framework:
http://www.nuclex.org/framework/fonts
1) Reference the Nuclex stuff (see the Tutorial)
2) Make an XML file and fill it with a few tags about the font you want
3) Reference that font
4) Use the font object to make DrawString() calls in the Draw event of your app.
Great for checking on FPS, input status, or other testing/monitoring... or just showing your player's in-game stats.