There are a number of resources online for lovers of fonts and typography.

FontStruct is a site that allows you to design a font directly on their web site for free.

There are also detailed step-by-step guides to the tools and steps needed to create a font locally on your own computer. 

Finally, if do-it-yourself sounds too hard or too time consuming, you can pay $9 US and have a font based on your handwriting created automatically with Fontifier.