Pretty much anything from The Order of the Stick and Dork Tower. I find that Nodwick is very hit and miss, same goes for Knights of the Dinner Table.
I've also had a good laugh at some of the gaming related strips in web comics like PvP and Something Positive.
As for non-comedy moments, all of the Driz'zt comics from Devil's Due are superb, and while not strictly gaming related, I was really enjoying the comic Sojourn by Crossgen before it was abruptly cancelled when the company went under.
Ohh yeah... and The Grand Tour free comic TSR put out ages back, with Elminster taking Presto from the old D&D cartoon on a whirlwind tour of Faerun was a fun read too. Was cool seeing those kids as adults (though would have been cooler still if their stats had been published in the back of the comic).