Best practice is to use a Web Font, if possible. If not, use a Web Safe Font and only as a last resort use a System Font (since it will be converted to an image). An image is slower to load in your browser, prevents site viewers from copy/pasting your text content, prevents using the browser's Find feature within the page, and prevents you from being able to apply hyperlinks on ranges of text. Muse does automatically generate "alt tags" for the image, so search engines will still be aware of the original text content.
If a System Font is used, it will only render well if the background of the text frame is 100% opaque. (It has a solid fill color. An 100% opaque gradients. Or it has a 100% opaque fill image.) This is due to the fact smoothing the edges of the type on an LCD display requires knowing the color of the pixels behind the text. If the text frame is transparent then the smoothing will be performed using an inferior approach that is color agnostic to avoid creating color artifacts on the edges of the type. (Note that bringing in a transparent image containing the type from some other source will have the same problem.)