> I used Google Fonts for a while, but I find it pathetic to have some font files and some CSS loaded from a different server than mine
You can have the fonts and not have any requests leave your site by using something like this[1]. It downloads the Google font data so you can serve the font files and CSS from your own site.
In theory, the point of Google Fonts is that it does user-agent sniffing to adapt the font and css to the user's browser, to get the best rendering. You would lose that advantage by hosting the fonts yourself.
In practice, I'd set up the CSS such that modern browsers render it beautifully and give a crap about older browsers. Or make a CSS for older browsers without that font.
You can have the fonts and not have any requests leave your site by using something like this[1]. It downloads the Google font data so you can serve the font files and CSS from your own site.
https://github.com/majodev/google-webfonts-helper