Oh fonts, when will you not suck?
One of the most painful aspects of being a designer is realizing to what extent how crappy things look outside of Photoshop. Almost as a rule, things look crappier when they are real.I think the only exception to this is Apple products. I imagine this has something to do with Steve Jobs.
Engineers: Hey, Steve, check it out, it's done.
Steve: WTF. This looks like ass. Make it look like the comp, or your ass is toast.

They look different in different browsers too! I have Safari on PC and there they look the best. IE looks alright but not Firefox.