Is there any option Mathematica's preferences to change the font for the whole notebook? I know how to change the font of individual cells.
Stylesheets (as "bill s" said) seem the best idea to me. Just modify the font of the type of cells(Title, section, subsection...) you want on the stylesheet (using the writing assistant palette, for instance) and the changes will be applied to the same cell types on the notebook.
Here are more detailed steps (tested in mathematica 9 front-end):
Also, note that the cells in the stylesheet are not regular cells, thus you can't just insert a regular cell in it, use the dropdown "Choose style" instead.
This is what the expression of a stylesheet cell for "Title" looks like (you can toggle between displaying a cell in normal mode and expression mode with Ctrl+Shift+e ):
And this is what a regular (blank) title cell expression looks like: