I've been using JMK's Neep Alt font in gvim. I find it a pleasing font for programming. This is a bitmap font, which Ubuntu doesn't seem to support out of the box.
First, install the software package:
$ sudo apt-get install xfonts-jmk
Then you need to delete the following file:
$ sudo rm /etc/fonts/conf.d/70-no-bitmaps.conf
Finally, rebuild the font cache:
$ sudo fc-cache -f -v