Well, that would depend. If it's a TrueType font, it shouldn't be very big at all. Most TrueType fonts weigh in at about 100K, more if they include all the Unicode glyphs. Opentype fonts are a bit bigger, say 200K, but still pretty small. However, TrueType/Opentype isn't very portable, since it's a proprietary Microsoft/Apple technology. If you want portability, you should use Adobe Type 1 fonts. However, these are bigger, needing separate .pfm and .tfm files, which makes them more awkward. The payoff is that you can use the one font on anything from a desktop PC to a professional typesetting machine.
Hope this helps!