[Note: This comes up often enough that it deserves a mention here]
When you use handwriting in a design project, you're trying to evoke a hand-created feel that connects to the audience in a very personal way. When done correctly, it can work quite well. When done poorly, it can seem as impersonal as telemarketer who can't pronounce your name.

- Stroke width and quality: When handwriting, the weight of your hand and other gestures create a varied stroke width and a non-uniform edge to the stroke itself. Also, when the pen is picked up or put down, there's often a leading "dot" or trailing edge.
- Character shape: When handwriting, each letter is ever-so-slightly different even in the most perfectly lettered block capitals. For instance, I can write a dozen letter "Q"s and each one will be different. If I were to do the same thing in a digital font meant to mimic handwriting, they would all be the same.
- Character connections (ligatures): Some handwriting fonts can mimic this better than others, but the flow of letter to letter is another quality in natural handwriting that is usually absent or incorrect in either tablet-drawn text or digital fonts.
So, the problems with:
Wacom tablets: When you use a tablet, the stroke width is (1) not nearly as fluid as handwriting and (2) has a uniform stroke width and no "trailing" effects when the pen is picked up or the pressure is changed. A tablet input can best be described as trying to write in wet cement with a stick, but even worse... it looks nothing like natural handwriting. Tablets are great for a good many things, but attempting to generate natural-looking handwriting is not one of them.
Digital typefaces meant to mimic handwriting: Digital handwriting fonts often lack the natural connection between letters that keeps the line of text fluid. Additionally, repeat letters are exact copies of one another rather than letter variations... so words like "weekenders" or "Mississippi" with repeating letters look fake. Also, these fonts have been vectorized and the look differs greatly from the grainy quality of natural handwriting. I routinely tell my students simply to throw them away (or don't download them in the first place) and never look back.
So... if you're going to use handwriting in your projects, hand write the text (or get a friend to do it).
Oh, and all of the above applied to distressed typefaces and graffiti faces — they look just as fake. Either distress them yourself or find a graffiti artist. You might make a new friend in the process.
Here's a video that might help to explain it, too:
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