You will need to embed whatever fonts you decide you like in each epub and alter the CSS to use them over the builtin fonts.
I have no clue how to do this in Calibre. (Maybe the Calibre forum would be a place check?)
To see how the CSS looks for a sample epub with embedded fonts you could check the epub located at
this link in the MobileRead epub repository. Yes it is one that I did but: 1) it's short and 2) I know it works.
Hopefully someone else has a simple solution in Calibre for your questions.