TextMesh. There is also a script reference, which should definitely help you to create the text you are looking for.
To create this in code, you can just add a component to your empty GameObject.
//somewhere in some manager object
var theText = new GameObject();
var textMesh = theText.AddComponent("TextMesh");
var meshRenderer = theText.AddComponent("MeshRenderer");
// do some settings here that are needed in the component
// set the text
textMesh.text = "Hello World!";
It depends if you need to set a font or not, because I don't know if there is a default one. Please check that in your Hierarchy.
Jul 03 '11 at 10:27 AM