Why not just use Direct2D / DirectWrite ? Isn't that the best way to do fonts in DX11 ?
I would never consider GDI (is that even supported anymore ?). You could roll your own font-sheets as well, but for straight forward font rendering, D2D/DW is much easier and better quality.
Yes it is supported - even when technologies get deprecated they are still available on Windows for millenia... That is one benefit that Windows developers often overlook. The same complaints are going on right now about XNA - which is not in active development anymore, but will still be available for a long time to come...
I would never consider GDI (is that even supported anymore ?).
Hell will probably freeze over before GDI disappears proper. However it's advisable that you use GDI+ for this type of stuff if you're even considering GDI.
This is right on - GDI+ is the way to go. In fact, MJP has provided an implementation of this for Hieroglyph 3 that you can take a look at (see SpriteFontDX11 class).