After much searching, I have found the solution to the missing menu fonts for civ4 and vista (64 bit in my case). I followed the advice on http://www.cedega.com/forum/viewtopic.php?p=28753, and it turns out all that is needed is to change a parameter in the civ4 init file:

GUIManagedTextures = 1

That did it for me...hope this helps others

cheers