For a lot of fonts there is not an Italic type option available by default, but there is still a neat Faux Italic Photoshop option that can turn any font into an Italic type.
Some web pages have the Save image As... option disabled on a right click when you try to save an image. Let me show you how to get that image anyway using Firefox.
Pretty cool Photoshop tutorial, where we will add two text layers, one will be placed behind and the main at front. And I think you might really enjoy the final result, go for it and have fun!