This may be a little late to the game, but I wanted to show off some things we've discovered in our tests:
We imported the same font in various scales (18, 21, 24, 28, and 36-points). In the top-left corner of this image, we show them at their "native" resolutions (the same scale that they were imported into Unity/NGUI with).
In the top-right corner, we've taken the 18-point font and scaled it up all the way to 36-point. As you can see, it gets blurry.
In the bottom, we started with the 36-point font and scaled it down. In my opinion (but I'm no artist), it looks even crisper than the "native" import. Of course, the texture is just that much bigger in memory.
So if you're okay with a little more of a memory footprint, I'd suggest importing it as large as you expect you'll ever see it in your app, and just downscale it. After all, if you reuse the same font (just different scales) all over the place, it's optimized enough that it's only using a single texture for all those various draw calls.