For instance,

I have a font called thunderbird bt in xara. If I use that font, and save as an ai. Illustrator opens it just fine, but substitutes some other font because it does not recognize thunderbird bt. If you select the changed text, and change it to thunderbirdbt (no space) you get your font back.

If you do as others have suggested and convert your fonts to shapes... outlines ... curves or what ever you want to call them then you can beat this problem...

http://www.draginet.com/dragon.gif
John/DOT