I'd recommend you just get a good unifont that has all the characters you need. I suggest Andale Mono or Bitstream Vera Sans Mono.

Essentially, Vim has two distinct options, see
  :help encoding
  :help fileencoding

Thanks, I will go read-up those;
Thanks for the font recommendations :
I am also very interested in the STIX fonts, betas have just been released
- supported by some of the journal publishers as well
- but seem to be missing a few important Apl characters.