Selected Index will help in changing Font of the tab page but it will work for client area of the page only but not the node heads, Try to put some cntrols on tab pages and try to change the Font of selected tab you'll see results that each control in selected Tab page will update its font to the new one.
For changing the font of heads of the TabControl, you need to Owner draw tab control, There are many samples available on the internet which draw the heads of the TabControl, you need to do that and which is the only way to change the Font of Heads....
Best Regards,
Rizwan