Hi silenttree,
Sorry for the delay - I haven't been on the Internet much of late.
I personally use MoveableText from the Ogre Wiki:
http://www.ogre3d.org/wiki/index.php/MovableText
Of course, this means you'll need to give Ogre a .fontdef file so that Ogre knows how to define the font. Details of this format are found in the Ogre Manual at:
http://www.ogre3d.org/docs/manual/manual_36.html#SEC222
It's kind of a combination of the CEGUI .imageset and .font files.
I wrote my own utility for generating font files for both Ogre and CEGUI from the one source font out of an image file. You're welcome to a copy if you want it, but it's very rough.
If you didn't want to use MoveableText, I guess you could project your 3d coord back into your screens space and put your CEGUI text at that point. This would work well except (1) the text would appear on top of all your scene (but this could be a good thing) and (2) the font would always be the same size - it wouldn't scale with distance (which could also be a good thing).
I use MoveableText to place labels over objects in my program and it works well for me in this situation. The only problem is that it doesn't support the CEGUI feature of a "HorzAdvance", so each character is rendered at the width of the image.
Cheers.