The mathptmx package is not the best way to load the times font as the fonts are both incomplete and a patchwork of symbols from different sources.
Among the free fonts, you best choice today is probably newtx (alternatively, on older distributions, you have txfonts, but they have some spacing problems):
\documentclass{article}
\usepackage{newtxtext}
\usepackage{newtxmath}
\begin{document}
$y = f(x)$
$\mathbf{y=f(x)}$
{\boldmath$y=f(x)$}
\end{document}
With xelatex
, the definition of fonts is done this way (at least I do it this way):
\usepackage{xltxtra}
\setmainfont{Palatino}
\setsansfont{Tahoma}
Concerning the titles, you're right by using the sectsty
package. But there is a more efficient way to define the font to use for all title or just for chapter.
\usepackage{sectsty} % Allows your to change titles style
\allsectionsfont{\sffamily \mdseries} % Define the style of all titles
If you only want to change the chapter title font:
\usepackage{sectsty} % Allows your to change titles style
\chapterfont{\sffamily \mdseries} % Delete the bold style and set the sans-serif font
For further informations, you can read the documentation: http://texdoc.net/texmf-dist/doc/latex/sectsty/sectsty.pdf
For the captions, the caption
package allows you to do some customisations by passing parameters.
\usepackage[font=sf]{caption}
Here again, the documentation gives some example of customization (e.g. if you just want the label to be sans-serif or the whole caption).
\documentclass[11pt]{article}
\usepackage{xltxtra}
\setmainfont{Palatino}
\setsansfont[Scale=.9]{Tahoma}
\usepackage{sectsty} % Allows your to change titles style
\allsectionsfont{\sffamily \mdseries} % Define the style of all titles
\usepackage[font=sf]{caption}
\begin{document}
\section{Just a title}
My paragraph with the content of my mind.
\begin{figure}[h]
\centering
\LaTeX
\caption{The logo of \LaTeX}
\end{figure}
The rest of what I want to say.
\end{document}
Best Answer