Fonts purchased from a reputable font foundry (such as Adobe or Linotype) are always reliable when it comes to embedding and proper output. However, if you download fonts from a "freeware" site, it is possible that you could encounter situations where they contain embedding restrictions--meaning that the font cannot be embedded in a PDF. Often this happens when it's too late and you've already completed designing a document.
The best practice is to test the font before you design your project. First, activate the font on your system and then create an InDesign document using that font. Export the page and try to create a PDF; if the PDF is created without any warnings, then the font can be embedded and you can have confidence that your document can be output successfully.