This seems to be a problem that won’t go away. It seems inordinately hard to get a good looking set of fonts of the correct size. It is not that there aren’t some nice fonts available; there are, at last, some fonts under Linux that often look superior to the Microsoft ones. It’s just that it is difficult to get the whole look and feel correct.
This is especially true when mixing Gnome based applications (Firefox and Thunderbird for example) and KDE. OpenOffice also refuses to play nicely.
Anyway, grumping over, there is an excellent article on the Mozilla site about how to improve some of this by getting the correct DPI settings for your monitor (this is especially noticeable on my 24″ beast!)
The article is here.