Neqitan, I don't think you understand the problem I had. I wanted a font (or set of fonts) that covered the entire CJK range and all the glyphs matched.
The site you linked has a very poor collection of fonts. Those were the old popular [free] fonts, and now there are lots of better [free] fonts. However, in both of cases the glyphs do not match.
Now that I've fixed it, I can't get a good example of a pic where it is horrible, but here is a simple example:
Notice that the typeface for some of the glyphs is different from the rest? This is because the Chinese fonts only have glyphs required for Chinese, the Japanese fonts only have glyphs required for Japanese and so on. I guess this would work out if every single time you used CJK text, the system had a way of knowing which language it was, and use the appropriate font. This is possible with HTML, though not always properly implemented. (Most sites set a lang variable at least, which makes the whole site in the correct language, but I've only seen a multilingual page use the correct language for different instances of text in some - but not all wikipedia pages.) The worst part is on your own computer. Folder/files in a file manager, or songs in a music player. In these cases it is generally impossible for the computer to know which language it is. So on a primarily Japanese system, a folder with a Chinese name might have a few characters in a different typeface from the rest. This is very annoying.
Now of course none of this is a problem if you only know Chinese, or only know Japanese, etc. You just install the font of the language you know and you are done. But if you need to use multiple CJK languages, you either have to use a font that covers multiple CJK languages (many of which, such as Arial MS Unicode, Bitstream CJK/Cyberbit, or Code2000 are very ugly), or use individual fonts that look somewhat okay together (hard to find), or just deal with it all.
And in my second post, I talked about how I found a chinese font (iYaHei) that covers enough glyphs to be used for most CJK languages.
Right now I use iYaHei as my primary system font for CJK glyphs, and malgun gothic for Hangul - this works fairly well. Of course I still have individual fonts for each language/regional variant installed as well, so when I visit a Japanese website or need to type up a Japanese word document those fonts get used instead of iYaHei. While the Japanese text on my system ends up being in a Chinese style, this isn't much of a problem, because it is still readable, and is not ugly. (In most cases it isn't necessarily wrong Japanese either, it is just that the "Japanese" forms are the most common.)