Girl Genius by Phil and Kaja Foglio is a graphic novel combining strong female characters, science, adventure, and dirigibles.
The Order of the Stick by Rich Burlew are the funniest, most well-developed stick figures that ever set out to make gaming jokes. Single-strip gags developed into in-depth characters, exciting story arcs, and tongue-in-cheek narrative turns.
Erfworld by Rob Balder is another well-developed adventure romp that turns tabletop gaming on its head with clever pop culture jokes galore.
Scandinavia and the World by Humon is a fabulous look at the various Scandinavian countries (and the world) from someone who lives there.