I use Google Fonts a lot. I can’t really think of a recent project that did not include a Google Font.
I don’t like to use the CDN method of hosting the fonts as I prefer to minimize all external dependencies and host all my web assets myself just in case they ever disappear from the web. While I don’t expect this to happen with Google Fonts, it has happened to me before with other external services. My policy now is to host everything myself.
Google Font’s website does provide a way to download a font family however they only include the TTF files which are not ideal for web use.
I used to find a free webfont conversion tool to create all the different font formats but this was always a bit cumbersome.
After some Googling I discovered this great site that provides CSS and downloads for all of Google’s fonts in multiple formats.
http://google-webfonts-helper.herokuapp.com
Once you are on the “google-webfonts-helper” site, select the font you want to use in the left navigation.
Then, configure the charset you want to use and preview your font choice.
Then there is an area to copy the generated CSS for the font with an option to choose either “Best Support” or “Modern Browser”.
Finally, the last area contains a button to download your font in all the styles/formats you need.
I highly recommend giving google-webfonts-helper a try.