Please do not use these fonts directly from Google servers. This is an another attribute for Google to track the whole browsing traffic. This is too much power for one company.
Google's ToS state that they will not track them beyond simple aggregate numbers of downloads per [time], which they release in their analytics dashboard publicly.
Not only that but the cache headers are set to 1 year... That's a pretty shitty tracking system if I've ever seen one.
On the other hand, letting Google host the fonts will allow your users to use the cached font without needing to waste bandwidth and time unnecessarily. Especially if you already use Google Analytics, I'll say, please let Google host the fonts too.
It is such a shame that people downvote comments like this. There are issues with Google quite aside from the surveillance ones, like limited support of foreign languages (try finding a Chinese script in a known calligraphic style, for just one example). The more demand for independent hosting and subsetting exists, the better the open source tools will become. Let's not enter a period where fonts go the way of email - centralized providers with CDNs and obscure backend processing facilities are the only ones that can do a good job.
