I have created a theme where I already have a custom options page where I let the user set text for footer, twitter user and some other things and that works well. Now i'd like to add the functionality of letting the user select which font that should be used for content on the site. How can i accomplish this? I can probably create a php file that outputs something like:

<style type="text/css">
body{
    font-family: <?php echo get_option('my-font');?>;
}
</style>

and include that file in header.php, but that means that I have to hit php for every request for this css and I want to avoid that if posssible.