Personally, I don't like Google fonts. (I've not found them too reliable ... but it may depend on the particular font in question.) In my experience, the FontSquirrel fonts are the most reliable, so firstly see if they have the font you are after.
I don't think it's a problem to link to a font external to your site, though. It may actually load faster (as those big sites often optimize their delivery). I've used both TypeKit and FontDeck, which serve up the fonts for you, and they both work fine.