Generally, loading ttf files is superior to loading egg fonts, because you have a greater selection of characters available to you (international characters, etc.), and more runtime control over the appearance of the font. But all this flexibility comes at a (small) cost: Panda might have to allocate multiple textures, for instance, making shader tricks difficult; and it might end up a bit more wasteful of texture memory than if you had preallocated all of your texture usage for fonts up front.
So, I’d recommend using egg fonts only when there is a good reason to.
David