In the realm of comics, you generally have your gag strips, like The Far Side or Saturday Morning Breakfast Cereal, and you have your story strips like Prince Valiant or Girl Genius. Gag comics are completely self-contained. They use generic characters, make a joke, and the next installment has nothing to do with the ones that came before it. The story comics detail the ongoing and unending saga of a cast of characters.
However, there are plenty of comics that are both gag and story. It is not the comic, but a particular strip that will be one or the other. xkcd is a largely gag comic with the occasional story. Evil Inc. is a largely story comic with the occasional gag.
These hybrids occur when a comic has a recurring character or a cast of them. Gag strips don't rely on a character, so anybody can fill the role when needed. Of course, gag strips also can make use of a known character's traits to make a sort of inside joke. And since we have characters that we do get to know and get accustomed to seeing, we expect to see more parts of their life than just a single scene at a time. These become real people, so we get to see them live their lives. Sometimes life is snappy, sometimes life is a journey.
If you are writing a comic with regular characters, you will have to decide if you want to do self-contained gags for every update, if you want to make story arcs, or if you want to mix and match the two. This is usually a decision made unconsciously. When you write your scripts, you will feel what you are going to do with them. Nonetheless, you should be aware.
Gag comics are powerful, but difficult. Thinking up a completely new and unrelated joke regularly can be a difficult task. On top of that, your writing has to be spectacular because you can't count on your audience forgiving your characters for not being funny all the time because your characters are insignificant (the audience knows it's actually you who isn't funny). However, because every strip is self-contained, you can show any one of them to people and never have to explain context. Everybody is on equal ground, so when somebody stumbles upon your website for the first time, they will never be lost in what's going on because there is no continuity to have to know.
Story arcs also come with their good and bad. The good is that it can be much easier on the writing process. Every strip is a checkpoint along a journey. You can stretch your legs, go as far in-depth as you want, and get a whole lot of strips from a single concept. Stories draw in readers. They make the audience want to know what happens next, cheer for the heroes, and boo the villains. At the end of the story, the audience feels closer to te characters, which should keep them coming back. The bad, as mentioned above, is that if somebody new to your comic sees their first strip and it is in the middle of a story, they could be lost and confused. Even if you are shohwing strips that are very old or at the beginning of a story arc, if they don't know the history of the characters, it can have the same problems.
No matter which choice you make between gags and stories, you can't go wrong. Just remember to care and to do them as best as you can. If it feels right, it is right. If it feels forced, everybody will know it.
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