Here's a quick round up of the best alternatives I found. Which programming font are you using? Did I miss your favourite?
Default Monospace Fonts
First let's take a look at the default fonts. The examples show the font at 12 point with subpixel rendering switched off:
Consolas is a monospace programming font created for Microsoft by Lucas de Groot and ships with Windows Vista / Windows 7. Has a slashed zero and designed to look best with ClearType enabled.
Courier New is perhaps the most familiar monospace font having been introduced in 1992 with Windows 3.1. Courier New is a serifed font designed by Adrian Frutiger and lacks a slashed zero.
Lucida Console designed by Charles Bigelow and Kris Holmes is the default font for Windows Notepad and also lacks a slashed zero.
Monaco is a sans-serif monospace font designed by Susan Kare and Kris Holmes and ships with Mac OS X. Includes a slashed zero.
Alternative Monospace Fonts
While some of the default fonts aren't too bad, we can do much better. Here are some great alternatives mostly designed with programmers in mind:
Anonymous Pro is a programming font designed by Mark Simonson. The serifed font was influenced by Susan Lesch and David Lamkins' Anonymous 9. Very clear with plenty of white space and a slashed zero.
Bitstream Vera Sans Mono
Bitstream Vera Sans Mono is a sans-serif coding font designed by Jim Lyles from Bitstream. The zero is dotted and the bottom of the lower case l curls to the right.
DejaVu Sans Mono
DejaVu Sans Mono is extended from Bitstream Vera Sans Mono and supports a wider selection of characters. The clean sans-serif font ships with a number of Linux distributions.
Dina is a sans-serif programming font created by Jørgen Ibsen and is available in 8, 9 or 10 point. Has a slashed zero.
Droid Sans Mono
Droid Sans Mono was designed by Steve Matteson of Ascender Corporation. The sans-serif font is clear but lacking a slashed or dotted zero.
Envy Code R
Envy Code R is a clean sans-serif programming font designed by Damien Guard and includes a slashed zero.
Inconsolata is a monospace programming font created by Raph Levien and inspired in part by Consolas. Has a slashed zero.
Monofur is a quirky monospace font created by Tobias Benjamin Köhler. Includes a dotted zero and a curl on the lower case l.
Proggy Clean was designed by Tristan Grimmer and is available with either a dotted or slashed zero. Several variants of the Proggy font are available.
Triskweline is a clear monospace font created by Henning Koch. Lacks a slashed zero and only available in 10 point.