I use Billy the Flying Robot. I had to pay for it, but in all fairness, Blambot fonts are ridiculously cheap considering the time it takes to create a good font - and also compared to fonts that cost like...$200 or more.
It's important for me to use fonts that have the letters Æ, Ø and Å, in case I want to write my comics in Norwegian too. I wanted a font with a whimsical, handwritten style for the type of comic I'm working on right now, but I have some other projects in mind where I'm pretty sure I'll go for something different.
My initial reaction was the exact same! XP And I can't believe I'm saying this...but I have to admit that Comic Neue doesn't look that bad.
Choosing font is tricky - there's finding one that you personally like and that fits your comic, but that's also legible and doesn't turn your readers away. I see dafont and 1001 Fonts have been mentioned already. I'd also recommend Font Squirrel - for comics, I think their Handdrawn Fonts might be your best bet. Don't know how many of them are licensed for commercial use though, so that's worth double-checking 