XeTeX and LuaTeX
\ifxetex
\unicodeenginetrue
\else
\ifluatex
\unicodeenginetrue
\else
\RequirePackage[utf8]{inputenc}
\RequirePackage[T1]{fontenc}
\fi
\fi
http://mirror.ctan.org/macros/latex/contrib/fontspec/fontspec.pdf
Adobe Font Packs (Extended Languages) http://www.adobe.com/support/downloads/detail.jsp?ftpID=4426 for Win: http://www.adobe.com/support/downloads/detail.jsp?ftpID=4885
More free fonts: * http://typophile.com/node/14652
List of fonts: fc-list
LyX Settings
Document –> Settings
Fonts –> LaTeX font encoding: None (no fontenc)
Language –> Encoding: Unicode (XeTeX) (utf8)
Output –> Default Output Format: PDF (XeTeX)
Tools –> Preferences –> File Handling –> File Formats –> Default Format –> Default Output Format: PDF (XeTeX)
After upgrade of TeX Live: fmtutil –all