Any ideas of how to create such looking logo like this:
This logo in site.
I like this roundness feel around letters. Dribble logo is also with similar effect.
I do not think that it is only shadow (if its shadow at all).
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Font Squirrel has a very similar face (it's free too for screen). It's not 100% exact, but I'm betting it's the bastard child of Adobe®'s (not so free) font. You could create the logo in Illustrator and convert it to paths with some minor tweaks to a couple of the characters.
Pacifico => http://www.fontsquirrel.com/fonts/pacifico
Sorry...to the "fuzz factor" - I think that's the effect of converting a very smooth sans-serif to a white graphic (causing anti-aliasing on the edges - like Alan said) and applying it to a black background. I don't think there's a blur or softening technique used at all.