Generally depends on what window manager you're using, I think. I use Dropline Gnome, and you can change it all from within it using the font configuration tool under 'Desktop Preferences'. Otherwise, you'd have to consult the docs for whatever window manager you use. (I highly recommand Gnome. It's clean, looks good, and is relatively easy to use. Of course, this is only my opinion.)
For the console, you can change the font by running the console font script from within pkgtool. It'll give you an option of re-running any of the scripts that you ran when you installed Slackware. This will not allow you to change the font size, but it will allow you to change the font type.
Hope this helps.