Looking at his font troughout the video his fonts does not get pixelated or fuzzy with big numbers on Damege Text.
Does this have to do with the font? Is there anything to make a font look always solid?
That's your problem. The UI is anti-aliased along with the 3D game world, so 8x will make all edges in your UI look fuzzy.
The jagged edges are caused by the fact that WoW only supports font sizes up to 36 or so, so when it shows bigger numbers in the overhead text, it renders the text at 36-point and then just scales up the resulting bitmap.
Blizzard's damage text will always be pixellated, regardless of your graphics settings and no matter which font you use. That's because the text is rendered first at a much smaller size and then scaled up, as Phanx noted. The only reason it doesn't appear pixellated in your video example is because the entire screen was scaled back down and then compressed.
(Actually, I suspect the text is not truly within the game world, but rather ray-traced onto the viewing frustum in a similar manner to the nameplate anchors. If the text were actually within the game world, you would see similar texture filtering effects as you see with unit names, smoothing it out slightly.)