Awhile ago i actually created a cool Action that will automatically type out any chosen font, convert to vector shapes, and save them as a new vector group.
The only thing the user has to do is create the first type layer. Then just run the Action and Voila! You're prompted to change the font to the one you want, and at the end of the process to clean up the group before it gets saved. The whole process only takes a couple minutes.
When i do this kind of thing, i empty my library first so that the new group isn't mixed with any others. I've made the Action do this for you automatically.
I name the group using the name of the font -- i.e. "WingDings font set".
There's instructions within the Action. And if a fontset doesn't have characters for all keys, the Action will simply stop with a standard error window. No problem though. Close the error message and save your new group like usual.
I have more than a dozen of them now.
Anyone wanna try the Action out? :B