Ejemplo para poner fuentes en Pygame

# -*- coding: latin-1 -*-

import pygame, sys
from pygame.locals import *

pygame.init()
DISPLAYSURF = pygame.display.set_mode((400, 300))
pygame.display.set_caption('Hello World!')

WHITE = (255, 255, 255)
GREEN = (0, 255, 0)
BLUE = (0, 0, 128)

fontObj = pygame.font.Font('freesansbold.ttf', 64)
textSurfaceObj = fontObj.render('Gran ocasión!', True, GREEN, BLUE)
textRectObj = textSurfaceObj.get_rect()
textRectObj.center = (200, 150)

while True: # main game loop
   DISPLAYSURF.fill(WHITE)
   DISPLAYSURF.blit(textSurfaceObj, textRectObj)
   for event in pygame.event.get():
       if event.type == QUIT:
           pygame.quit()
           sys.exit()
   pygame.display.update()