It is a good idea to have commands such as \R for the real numbers and
other standard number sets. Traditionally these were typeset in bold.
Because mathematicians usually do not have access to bold chalk, they
invented the special symbols that are now often used for \R, \C,
etc. These symbols are known as ``blackboard bold''. Before
insisting on using them, consider whether going back to the old system
of ordinary bold might not be acceptable (it is certainly simpler).
A set of blackboard bold capitals is available in the AMS fonts ``msam'' (e.g., ``msam10'' for 10pt) and ``msbm''. The fonts have a large number of mathematical symbols to supplement the ones in the standard TeX distribution. The fonts are available in fonts/ams/amsfonts/sources/symbols
Two files which load the fonts and define the symbols are provided, and both work with either TeX or LaTeX. Questions or suggestions regarding these fonts should be directed to tech-support@math.ams.org.
Another complete set of blackboard bold fonts, the bbold family, is available in METAFONT (in fonts/bbold). This set has the interesting property of offering blackboard bold forms of lower-case letters, something rather rarely seen on actual blackboards.
The ``lazy person's'' blackboard bold macros:
\newcommand{\R}{{\sf R\hspace*{-0.9ex}%
\rule{0.15ex}{1.5ex}\hspace*{0.9ex}}}
\newcommand{\N}{{\sf N\hspace*{-1.0ex}%
\rule{0.15ex}{1.3ex}\hspace*{1.0ex}}}
\newcommand{\Q}{{\sf Q\hspace*{-1.1ex}%
\rule{0.15ex}{1.5ex}\hspace*{1.1ex}}}
\newcommand{\C}{{\sf C\hspace*{-0.9ex}%
\rule{0.15ex}{1.3ex}\hspace*{0.9ex}}}
work well at normal size if the surrounding text is cmr10. However,
they are not part of a proper maths font, and so do not work in sub- and
superscripts. Moreover, the size and position of the vertical bar is
affected by the font of the surrounding text.