After starting KCachegrind for the first time I was shocked to see the huge ugly font it used. This font can be changed however. It took me a while to figure out where and how but here is the solution.
The base KDE configuration resides in: /opt/local/share/config. Take a look at the 'kdeglobals' file to see the kde base settings. Your local settings are stored in /Users/yourname/.kde/share/config. Open up your local kdeglobals file and add something like the following:
[General]
fixed=Monaco,9,-1,5,50,0,0,0,0,0
font=Geneva,9,-1,5,50,0,0,0,0,0
menuFont=Geneva,9,-1,5,50,0,0,0,0,0
taskbarFont=Geneva,8,-1,5,50,0,0,0,0,0
toolBarFont=Geneva,8,-1,5,50,0,0,0,0,0
[WM]
activeFont=Geneva,9,-1,5,50,0,0,0,0,0
And presto, you now have more or less sane fonts in KCachegrind.

