City Journal profiles two comic strips with a conservative bent, Mallard Fillmore and Prickly City. The article also mentions the popular Web comic Day By Day.
I haven't read many Web comic strips that are overtly political, though I'm sure there are some out there. It sticks out when one shows the story from a distinctly conservative perspective. This chapter of Better Days (which is not a strip for kids) is very funny; it hammers a typical liberal schoolteacher and her class's indoctrination.