To create a text press space and select add/text.
Tape your text.

To change your font switch to editmode (F9), press load font and select your new font.
Blender only supports postscript type 1 fonts, here is their icon ( windows) :

To extrude your text or logo hold down Ext1, Ext2 gives a bevel to your text and BevResol its definition.

Alt c allows you to switch from curves to a mesh, this allows you to edit the mesh and give another shape to your text (to do a logo for example).

Tutorial 5 : Subsurf modelling