I don't like the little bubbles that lead up to the big bubble, unless they're appropriate for the style of the comic. Unless of course you set it up to blend in with the style like the comic (which I think @kimketli did a good job with)
Personally, I use thought bubbles when I feel a facial expression or physical gesture isn't enough to get the point across. If a character is just thinking "wtf?" for example, I can usually just draw a face that exemplifies that notion. If they're thinking something very specific that is plot relevant, I do bubbles. A quirk of my main character is actually that she zones off in thought quite a lot, so sometimes bubbles are necessary.
This is a crappy example since my Prologue art is....lacking to say the least....but this is how I usually do my thought bubbles:
That particular panel was intentionally dark. Sorry. Bad example. But anywho I usually do tails for my speech bubbles, scribblies for thoughts ^w^
