I’m sure these have been around for a while, but I can only find out about things after they’re posted on BoingBoing. Pullbox has a bunch of stuff I’m not particularly interested in but your mileage may vary there. Comics tend to run between 50 and 99 cents there. Slave Labor Graphics has cooler stuff. Slave Labor Graphics’ comics are between 69 and 89 cents, but a bit more for larger collections. Skeleton Key is tempting for the price — I’ve never been an Andi Watson fan, but for about $5, I’d be glad to read the whole thing.
(Some comics also come in PDF format, but others need free programs.)
Of course, if you’re really cheap, there are the free first issues of Vertigo titles in PDF format.