This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
Label, TextField, JLabel, JTextField each have access to the setFont method that you can use. Or you could use getFont and alter the style and size of the returned font with the deriveFont method. See Font class api for details.