Wapsi Square, often called "A slice of supernatural life", has a hard-to-quantify storyline. The original overarching story involved a multi-century timeloop, an immortal WMD called the Chimera, and how people's personal demons interact with the mortal world.
Sluggy Freelance is over 20 years old, with a story spanning dimensions, centuries, interdimensional (timeless) space, and corporate world-domination conspiracies. It looks like it's entering its ho,e stretch.
Something Positive is a much more down-to-earth comic. Several of the characters start out as villains, or at least unsympathetic adversaries, but grow to become people you really root for. Mixture of daily gags and a consistent background.
Flaky Pastry is an awesome fantasy/sci-fi comic.