Ah, David beat me to it, I was going to mention the numberpad limitation on the style sheet shortcuts =)
Note that you can create style sheet shortcuts using command/control + num, option/alt + num or command + option + num/control + alt + num. If I am setting up a complex template then I will often assign “command + num” shortcuts to paragraph styles, “option + num” shortcuts to character styles and “command + option + num” shortcuts to object styles.
Another piece of advice, to try to help keep your sanity intact: When attempting to make a character style that only changes one property (only the font, in your case) make sure that you don’t have any page items selected and make sure that you have “[None]” selected in your character styles panel before you click “create new character style”. If you have an existing character style selected when you create a new character style then the new character style will contain properties that were specified in the style you had selected.
Selecting “[None]” before creating a new style will give a completely clean style that has no properties set.