For Windows, I suggest trying CoolSoft's free VirtualMIDISynth, an excellent replacement for the POS Mickeysoft GM Wavetable Synth that comes with Windows. Their website lists a bunch of free SoundFonts and some paid ones, too. I use the free Arachno soundfont and the free JJazzLab soundfont.
CoolSoft VirtualMIDISynth [contains a link to the Arachno soundfont]
JJazzLab download page [contains a link to their soundfont, which can be played via VirtualMIDISynth]