Here’s a great introductory article for everyone who is thinking about typography on the screen and how it differs from print.
The popular usage of many type styles is primarily due to the fact that many computer users are content to use only the typefaces that come with a particular operating system. The majority of these typefaces were designed for optimal legibility on screen; however, their presence on the paper often feels unnatural and rigid. Classic typefaces like Bodoni and Caslon will break at smaller sizes on the screen, but withhold a beauty and elegance on paper.
Remember, a typeface that is optimal for the screen is not necessary the right choice for print (and vice versa). The crisper and stronger designs of Arial, Geneva and New York will appear cold and clunky when used on paper. In general, avoid typefaces with city names whenever designing for print.