What are some good fonts to use for bullet characters?
If it's staying on your PC, MS's Symbol and Wingdings fonts provide some good choices.
If you want something a little more modern with a nice set of icons and a really permissive license, why not use Font Awesome? There are some other icon sets out there - Glyphicons and Entypo come to mind, that were made for the screen but, depending on the icon and your use case, might work great for print.
The creator of Font Awesome will soon be producing an icon set called Black Tie, which will have different weights. That might be helpful.