When you look at web pages, it's not just font substitution that makes a page non-standard.

It's the browser you're using and also the point size to which the font is being rendered to screen that determines its appearance to you.

A prime example I can share is on the Xara Xone. We use, for example, a typeface called "Latin Small", and because there is no hinting to the typeface, it doesn't look as good on the Web as it does on a page in Xara or in InDesign.

So there are at least three wild cards I can think of that can make Helvetica Neue look different to different users. By the way, the Helvetica Neue family has a reputation as the New Love for Macintosh users, and the family just is a nightmare to deploy in Windows 7. Mactintosh users view the font very differently than Windows users.

My Best,

Gary