Lauren Davis of io9 has helpfully compiled a list of some of the most thought-provoking or outright nerdy webcomics currently being published. Among them is one my favorites: Zach Weinersmith's Saturday Morning Breakfast Cereal. His comics often go over my head, but not often enough that I get tired of reading them. Zach has a deep and broad knowledge of the natural sciences, philosophy, and literature.
I also recommend following him on Twitter, where you can often see his refreshing intellectual humility.
Another great comic on Lauren Davis's list is Abtruse Goose. The anonymous artist doesn't publish daily, but s/he always nails it. The art is simple, but the insights are often not.
In the comments, list and link to your own favorite webcomics--nerdy or not.