Darths & Droids - What if Star Wars wasn't a series of films, but a Sci-Fi RPG campaign written by someone for his friends? Uses stills from the films to illustrate the adventure (which doesn't always follow the narrative of the films, cuz players are wonderful about derailing adventures!). includes "tips" on "improving" your game experience after nearly every comic
Girl Genius - Phil and Kaja' Foglio's (of Munchin Steampunk fame) epic tale af adventure, romance, and mad science! It started as a paper-and-ink comic, but quickly went digital (presumably due to being easier and cheaper to publish) and the physical comic pages have since been scanned to the server.
The Order of the Stick - What started as a stick-figureish comic featuring bad D&D jokes had evolved into an epic (if humorous and meta) tale of a band of adventurers trying to save the world (that are drawn in a stick-figure style). I use one of the characters as my avatar