Let assume you will do it with polys. This will make it easy to put a filleted edge.
1. Place some text.
2. Extrude as poly, use the round edge options. If your fillets are inverted the wrong way, use Effect/Invert to invert the curves normal before you extrude.
3. Option: If all the letters will have the same material or have a texture cross all of them, you might want to merge all the letters into one object. Be sure you select just the solid letters and not any of the curves and then use Effect/Merge.
4. Select the merged text and user Deform/Curve/Node/Create. Then select you curve.
If you are having problems with Deform by Curve here are some hints.
The command assumes the Y-axis of the object is going to follow the curve. So you will probably need to rotate the text so it is reading in the upward direction.
The position of the object relative to 0,0,0 is used to place the object on the curve. Therefore before you ever use the command, center the object around 0,0,0 and then use Effect/Freeze/Transformations.
If you place the object on a curve and it isn