How to set the default font for a WPF application?

Assuming your Window subclasses don’t override DefaultStyleKey, you can simply add it to your Window style, since TextElement.FontFamilyProperty is an inherited property:

<Style TargetType="{x:Type Window}"> 
    <Setter Property="FontFamily" Value="Segoe UI" />             
</Style> 

You also need to add the following to your App constructor after the InitializeComponent call:

FrameworkElement.StyleProperty.OverrideMetadata(typeof(Window), new FrameworkPropertyMetadata
{
    DefaultValue = FindResource(typeof(Window))
});

How it works: After the App object finishes initializing, the Window style specified therein is made the default style for all windows.