What font does CMD.exe use by default for output in Windows XP?

This is mostly just curiosity.

I'm not sure if it is Courier, Courier New, Lucida Console, or the like.

Screenshot from a very fresh XP SP3 installation:

None of them. It uses bitmap fonts. You can find then in the various .fon files in the Fonts folder. However, the Font Viewer won't make viewing them very nice for you. Basically each file consists of a different code page or font size.

I'd strongly advise to use a TrueType font, such as Lucida Console or Consolas, though. When set to Raster fonts the Windows console is incapable of handling Unicode.

If you go to properties, and click on the font tab it will tell you there.