Yeah the webfont loader is perfectly safe...and is just a Javascript alternative to webfonts that offers more control over font loading than the Google Fonts API provides. The Web Font Loader also lets you use multiple web font providers.
I still do this the old way...:)
Which I've listed below...
Where you would go download the font you want at google...
http://www.google.com/fonts/
Then you just add it to your site like so...(example font Im using is 'Balthazar')
<link href='http://fonts.googleapis.com/css?family=Balthazar' rel='stylesheet' type='text/css'>
Or just a CSS @import into your CSS file, like this...either way works..
@import url(http://fonts.googleapis.com/css?family=Balthazar);
Then you access it in your CSS like so....
font-family: 'Balthazar', serif;