I use a font called Crimefighter which I got from here http://www.blambot.com/fonts_dialogue.shtml
(I stretch out the font to that is appears a little taller in my comic. I chose this font because I wanted something that looked like the font used in Corto Maltese). However, for snoring, I use Digital Strip because the "Z"s look better.
For panels, turn on the grid and make sure snap to grid is on. I then get the rectangle selection tool and create a panel to my desired size, then fill in with the paint bucket. (Most of my pages have the same layout so I just copy and paste a pre-set page I made and adjust the size of the panels if needed). In Photoshop (don't know about other programs) there is a feature on "Layer Styles" called "Stroke" which allows a line to go around the panel. If I didn't have this feature, I would probably just turn on the grid, get the brush tool, turn off pressure, and select one corner, hold down shift, then select the other corner. This creates an automatic straight line.
(Sorry if that was confusing, I tried to explain it the best I could)