I'd recommend this article on CSS Tricks by Chris Coyier entitled Better Helvetica:
http://css-tricks.com/snippets/css/better-helvetica/
He basically recommends the following declaration for covering all the bases:
body {
font-family: "HelveticaNeue-Light", "Helvetica Neue Light", "Helvetica Neue", Helvetica, Arial, "Lucida Grande", sans-serif;
font-weight: 300;
}