So, I LOVE Neue Helvetica. Like a lot. For me, nothing else even comes close. It is one of the most aesthetically pleasing things I’ve ever seen. The problem is… I’m in love with the whole family! They are like 55 hot sisters and I want to marry them all. But, alas, the price is too steep.
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A lot of users (more than you may think) actually have Helvetica Neue installed on their system, and almost all OSX users do. This works pretty damn well for most of it, using some @font-face trickery with src: local (can) take care of a little more.
For everything else there is Mastercard. I mean backup fonts on the fontstack.