IntelliJ 14.X Onwards
From version 14.0 onwards, the path to the setting dialog is slightly different, a General submenu has been added between Editor and Appearance as shown below
IntelliJ 8.1.2 - 13.X
From IntelliJ 8.1.2 onwards, this option is in File | Settings 1. Within the IDE Settings section of that dialog, you'll find it under Editor | Appearance.
- On a Mac, these are named IntelliJ IDEA | Preferences...