When you are in SAS and have changed the font to be what you want, go to to Tools menu, choose Options and then Preferences. On the "General" tab, check "save settings on exit". Click OK. The next time you start SAS the font should be what you want.
You can set the option in the SAS invocation (depending on how you start SAS) or using an options statement in an autoexec file.
For example, if I wanted to use an autoexec, to always set the font to courier, I would put this in the autoexec file:
option font=courier;
To change it at the SAS invocation time, I would do this:
sas.exe -font courier