I use them veeery sparringly, and if anything, I try to draw them to make it fit what's happening, especially if it's important. So it's PART of the illustration (Like what Anna so awesomely explained)
If not, I just write it small enough on the side but it's DEFINITELY been something I've gained the more I work on the comic (and my handwriting too is atrocious), so...you just pick it up the more you practice and look at how people work on SFX. You don't HAVE to do it, but it definitely adds a bit of atmosphere in the scenes you'd need to the most

(small sfx in a normally quiet scene)

(for comedic purposes)

(as part of the illustration, mix of drawn/font)
I'm still learning myself, but I honestly encourage people to add it as a practice or even find your OWN ways of making it work for your own benefit and style. (Like how Scampi said they handle symbols for pain/pleasure, etc) Sound can definitely be very helpful if done right.
Another suggestion I guess can work is to decide WHEN you can apply your drawn SFX vs using a font (which you should probably edit the letters anyway to add a flair to it, SFX fonts work more as a base in most situations).