You guys are talking my language here. I've been in p.r./advertising design for more than 25 years, and typography is a special interest of mine.
Vivien, you're obviously a contemporary sorta gal. You're in good company. It is becoming more and more accepted in professional circles. A few magazines have even gone this route in the past few years.
However, most all newspapers and magazines (as well as books) use serif type and have for centuries. It has been proven easier to read for large blocks of type. (For small paragraphs & such, it doesn't matter, though.) Serif type (with a few notable exceptions) comes across as solid, professional and traditional. Sanserif type lends itself to more innovative, creative, younger and more contemporary applications.
There are thousands of different type styles. Now that everyone uses computers, the general public is beginning to learn some of the more popular names. However, the original names are often copyrighted by large type houses (it's an industry). So software companies have created knockoff versions to get around having to pay royalties. Arial is a Helvetica wannabe. Times New Roman is just a variation of Times. The list is practically endless.
The way a particular font looks is largely determined by your output device. In fealola's case, that is probably a desktop inkjet or laser printer. That's why it doesn't look exactly the same as on your monitor. In fact, if you copy your file onto a CD and take it to a different computer with a different printer, it will look different yet again. That is why everyone has to play with fonts & sizes to get the correct effect on their own printer. Yes, even sizes. 12 pt. from one printer may vary greatly from 12 pt. on a different printer.
Any other questions, or have I put everyone to sleep by now?