What would be the best way to go about changing the entire font-family. I am looking to 'lighten' the feel of the theme? I've tried making the changes in the css to no avail. Thanks

See A. Theme Options -> Body, Text & Links -> Body Style

I am also wanting to change some fonts.

I did as you mentioned, i.e. < See A. Theme Options -> Body, Text & Links -> Body Style >
and that indeed changed the font within the body.

I am really wanting to change the font for the main header on the page (the title at the top). I have tried so many things and without success. Please advise. Many thanks.

Have you tried ATO->Header->Blog Title? this is where you can style the blog title. This is different from the Overlay Blog title (see ATO->Header Image->Overlayed Blog Title/Tagline Style)