Sinfest ( http://www.sinfest.net/ ) is absolutely fantastic. It's not so much a singular story as it is a bunch of different storyies mingling and going off on their own. It's hilarious, generally topical, and only makes me mad because one of the characters is becoming a feminist. There's a lot of stand alone comics, but also quite a few story arcs. Definitely worth a read. Updates every day.
Atland ( http://www.realmofatland.com/ ) is pretty good. It has an interesting story and it's already been through the first chapter of the story. I don't like all the cleavage and implied nudity, but maybe you will. Good read, it's pretty story driven. Updates Thursdays.
Full Frontal Nerdity ( http://nodwick.humor.gamespy.com/ffn/index.php ) is a good one, but there's a lot less of an emphasis on a strict storyline, more on story arcs and generally one of comics. Very funny, generally game related.
Goblins ( http://www.goblinscomic.com/ ) is brilliant. I'm not a big fan of many different perspective story telling, but this comic just rocks. It's taken from the idea that "what if some Goblins from D&D decided to roll characters?" There's a pretty big emphasis on rules and 4th wall breaking in the beginning, but that fades to a much more serious tone later on. It's been going on for a while, love it.
Erfworld ( http://www.erfworld.com/ ) is a really good one that I recently came into contact with. I've only read the first book, but it's pretty amazing. A guy gets trapped in his own D&D style world and he has to figure his way out. Good stuff, very story driven.