In a drawing go to options Document Properties then change the Font to whatever you want.
Just be sure to save the drawing as a New Template (or overwrite the old Template), with the new Font, the when you open up the new Template all the fonts will be to what you have set them to
Mark (SolidWorks 2016 sp4)
As Mark Greenwell said, you need to change your Drawing Template. Open a new drawing, make the desired changes in your document properties, then save as Drawing Template (.drwdot). Save it at the location you're pointing to at Tools > System Options > File Locations > Document Templates. If you're currently using the default template, or a custom template saved at the default location, I'd suggest saving it elsewhere (on a network, or on your hard drive away from the SolidWorks installation folders) so you won't lose it when you upgrade to a new version of SolidWorks.