Achtung! I can't wait for @font-face to actually work in most browsers. It will make finding a decent condensed face much easier.
This is the state of things, as I see them:
Arial Narrow => Horrible, ugly, ugly
Impact => Too black, too overused
Haettenschweiler => Only on Windows, see also Impact
Helvetica Neue => Only on Mac, how the heck do you specify it for anything other than Safari?
Tahoma => Tight fit, not really a condensed font. Just more condensed than Verdana.
Trebuchet => Tighter than Tahoma, still ugly
Am I missing any?