What's the best way to draw rotated text rendered with fonts with pygame? I can just draw the font then rotozoom it, but it seems better result would be gotten if it were possible to draw the glyphs directly rotated, especially taking AA into account?
You can use a pyOpenGL surface in pygame, if that simplifies it for you.
Pyglet also uses OpenGL. 
(for pygame surfaces) You can cache the rendered text, using that to rotate. Or pre-cache all 32 directions. [ see other answer ]
draw rotated font with pygame