Rumor has it that Apple will be switching the default system fault from Helvetica Neue to their own proprietary SanFrancisco font, currently used on the Apple Watch, with the next Mac OS X Yosemite update.
If you love tinkering with your Mac, you can download the SanFrancisco font (direct link) and place the font files in your /Library/Fonts (that’s the Library folder at the top level of your Mac’s storage drive, not the one in your Users or System folder). Now log out and log back in to your Mac to activate the new font system-wide.
I recently installed SanFrancisco font as the default and I love it. I’ve also used other Yosemite font replacements like Fira, Source Sans, Input Sans, and even the old OS X Mavericks default, Lucida Grande.
You can patch any font you wish to be a system replacement font yourself. Unfortunately, it requires some geeky wet-work with the Terminal.