Hey there, I'm here to make a plug for this new software I just downloaded. It's called YAWR (yet another webcomic reader). This program offers you an extensive database of over 450 webcomic titles. Once you pick one (you can even move your favorites to a separate list), the program starts downloads the first comic strip and the next 3 ones as reading cache. When you go to the next page, it loads another one. This gives you a cache so you don't have to wait between pages.
However, there are two things: 1. the program does not permanently download the strips, which is something I really wanted for those comics I'd like to parody, 2. webcomics ALWAYS start from the first strip, so while that's a great way to start a new comic, it might be a tough way to continue one you were already reading.
I gave it a try and it worked nice for me, specially because of the cache feature, because it bookmarks where you stayed on the comic, and because it saves you the hassle of clogging through some website to read each strip.
Download it at: http://sourceforge.net/projects/yawr/