The above method is a hack, since Microsoft has presented with a dialog to change the font, surely they've thought on a method to add new true type fonts, and it turns out that they did.
The console font configuration is done by the means of Registry, the following registry key is responsible for that:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows
NT\CurrentVersion\Console\TrueTypeFont
There you will find "Lucida Console" as number "0", if you will add the value "1" as "DejaVu Sans Mono" nothing will happen, you need to add the second font as "00", third as "000" and so on.
Microsoft has a KB on how to add a font to the console. A button in the
Windows Console property pages would have been far more useful than a KB page.
Here is a screenshot showing "DejaVu Sans Mono" in the console font property page:
