Could you go into a bit more detail about what one would have to do to implement your "load your own" suggestion? It would be really helpful to have an explanation that is targeted at newbies. I have some knowledge of HTML, CSS, and Joomla, but am far from steeped in them.
I've tried your "use a plugin" suggestion. I added the Natural Selection Font Awesome extension and it worked great - until I noticed that it had changed my main menu from a horizontal list to a vertical list - which looked very sad. I've uninstalled it.
(Update: The problem with Natural Selection can be fixed, if you're not using the Font Awesome icons in menu items, by going into the settings for the component, going to the Advanced tab, and deselecting "Enable menu icons". They hope to have a better fix for this bug some time soon, i.e. on that allows this option to remain enabled.)
I've also voted for engaged's original question in this thread. Having Font Awesome fonts included in YOOtheme Pro would be great.