I can set the font in gvim using: Set guifont= But how do I do the same with console vim?
It relies on the font your console uses. Thus, if you're using a xterm/rxvt/konsole/whatver, you can set your display font for the terminal application and vim uses it. If you're an an SSH session such as Putty, Putty has the ability to configure the display font. If you're using the raw console outside of X, there are a variety of programs to set that font (you should be able to read more at setfont(8)/consolechars(8) in your man pages, depending on your distro). For Win32's cmd.exe/command.com there are settings for that as well in which you can change the display font for the whole session, which "non-g"-vim uses.
Gvim controls its own display and can thus configure the fonts. Regular vim relies on the controlling display and thus can't configure its fonts.
-tim
