Say I have this font: Open Sans
If I want to use this with a SASS/Compass project, is there a better way to do it then linking to an additional stylesheet hosted by Google in order to be able to use the font?
No need for Google. Open Sans is.. well, open… You can host the fonts yourself:
http://www.fontsquirrel.com/fonts/open-sans
If you want to be really fancy you can use Bourbon's font-face mixin:
http://bourbon.io/docs/#font-face
There's an excellent case to be made for letting Google (or Typekit, etc.) do the heavy lifting, but I prefer to control my own destiny and tend to favor self-hosting when possible. :)