Kaspall is one of the good ones. Kaspall, the setting of the story, is a planet, dimension, whatever that seems to be the place where people who slip into cracks between worlds fall. They are the offworlders, who have to try to learn a new language and how to fit into a new civilisation. Meanwhile, there are nasty things on the prowl, police hunting for them, students trying to understand the place between dimensions and, through all of this, a couple of offworlders (and a few locals) are trying to make the best of their lives, doing basic jobs and living in a seedy boarding house.
The various threads of the story are handled well, the mystery slowly being exposed to the readers. As with all web comics, it's not perfect - the story is intriguing but slow - but it's a fairly darned good example of the medium.
Indexed is... well, possibly the easiest way to explain it is that it is to XKCD what Sapphire and Steel is to Doctor Who, in that, while it's probably the lesser of the two, its greatest strength that it takes what makes the other distinctive and does more of it. So, as Sapphire and Steel is even classier and done on an even lower budget than Doctor Who, Indexed is even more mathematically geeky and even less artistic than XKCD. The typical Indexed comic is either a graph with an x-y axis, or a Venn diagram, drawn on an index card.
Yes, an actual index card. This cartoon (yesterday's, in fact, and at the time of writing the most recent) is one of my favourites.