set gvim font in .vimrc file

I use the following (Uses Consolas size 11 on Windows, Menlo Regular size 14 on Mac OS X and Inconsolata size 12 everywhere else):

if has("gui_running")
  if has("gui_gtk2")
    set guifont=Inconsolata\ 12
  elseif has("gui_macvim")
    set guifont=Menlo\ Regular:h14
  elseif has("gui_win32")
    set guifont=Consolas:h11:cANSI
  endif
endif

Edit: And while you’re at it, you could take a look at Coding Horror’s Programming Fonts blog post.

Edit²: Added MacVim.