I'm an old school guy at heart, and I still like to hold a book in my hands rather than read it digitally. But one of my absolute favorite comics right now doesn't exist in paper form. It's called NYC2123, and it's probably the best cyberpunk comic ever done. Issue four just came out, and reveals that the previous three seemingly self-contained stories are in fact all lead-ins to a larger, and very interesting, story arc, with two more issues left to wrap up.
NYC 2123 is totally free. You can read it on the web or download it for PSP, and it reads great on PSP. In fact, if Marvel, DC or one of the other big companies was to wise up and try online distribution of some of their comics, they could do worse than going to these guys, handing them a boatload of cash, and getting them to convert some comics into panel-to-panel PSP versions. I'm kind of hoping for a collected print version when all is said and done, which I'll happily shell out cash for, but for right now I'm really enjoying having the books to read on my PSP.
Definitely check NYC 2123 out. Like I said, it's totally free, and it is a fantastic read.