Use the Karen Text font for Sgaw and Pwo Karen.
Karen Text Unicode font download
This font supports Sgaw and Western Pwo Karen, and should look right on Windows and Mac. It does not support Burmese.
The Myanmar Sangam MN and Myanmar MN fonts come pre-installed on recent versions of Mac OS X. They work well for Karen and Burmese. Tharlon (link above) also works on Mac.
Windows 8.1 comes with Myanmar Text. It works very nicely for Burmese and Pwo Karen, but it is unusable for Sgaw Karen due to a major bug.
For additional Burmese fonts check www.openroad.net.au.
Psuedo-Unicode fonts are fonts that encode characters in or around the Unicode Myanmar block, but do not follow Unicode rules. It is the unfortunate reality that there are many competing standards in Myanmar today.
The Zawgyi and Zwekabin fonts are Pseudo-Unicode and not compatible with Unicode fonts.
The Ayar fonts are also not Unicode compliant because they encode the text in visual order, rather than logical order. However, they encode the characters following the Unicode standard. For Burmese this is very different, but often it's not different in Karen. For Karen, the only issue is ြ which, with the Ayar font, must be typed before it's base consonant, rather than after.
The Ayar set of fonts includes a nice variety of type faces.
My recommendation is, type everything in Unicode using the Karen Text font. Then, when you need a fancy font face for a printed or PDF document, switch over to one of the Ayar fonts.
You can download them here.
Legacy Non-Unicode Fonts
KNU, Karen Type, Karen Standard, WinInwa, and similar fonts are Non-Unicode. They use ASCII (ABC…) code points to encode Karen and Myanmar characters. Rather than using any kind of smart shaping, they have several different shapes of relevant characters assigned to separate character points, meaning the user has to physically type a different key to display the alternate shape.
Don't use these. Use proper Unicode fonts instead.
If you must, here's the download.