The whole change isn't that obvious on the first sight but you can notice it.
Roboto font contains 18 types of fonts: thin, light, medium, bold, italic, black and more.
Here are examples of them:
Installation is pretty easy. All you have to do is get the app called Font Installer (or ROM Toolbox) and install the font you want. (Be sure you're rooted!)
Font installer lets you install fonts separately (not all of them) so if you wish to have only one font (Let's say Roboto Thin), you will have only one font installed on your system.