Note! This explains how to make custom type ("sprite sheet type") in Unity.
Before reading it, check Uri's & Programmer's answer which explains using the handy new "outline" feature in .UI ! It may well be enough!
Unity does not have any fancy type handling at all.
You can drop in "normal" .ttf fonts,
or, you can drop in "image fonts", called custom fonts by Unity, where you literally make each letter on a sprite sheet.
A font sprite sheet looks something like this:
Here's exactly how to do it ...
(1) you have to use GlyphDesigner (or any similar product) to actually make your custom font sheet. Find the product you like for your Mac or PC to do this.
(2) There is a critical trick.
Unity completely forgot to include a type matcher for custom fonts. (They may fix this in Unity 6.) It's one of the stupidest things in Unity. So, fortunately there is a free and perfect script
BitmapFontImporter.cs
https://github.com/BenoitFreslon/BitmapFontImporter
There's a full and long tutorial link at that page.
You have to include that to make custom fonts work. It's just one of those weird things about Unity.
So in short, firstly you have to literally "draw" such custom fonts, letter by letter. In fact you need to use something like GlyphDesigner to do that.
Secondly in Unity you have to use the extremely handy script mentioned above or it won't work. Enjoy!
http://answers.unity3d.com/answers/1105527/view.html