For SMBC, I found that reading them in order you can perceive the evolution of the technique. Also, sometimes there are subtle and nice back-references that you will miss if you did not read the referenced joke. I seem to remember that XKCD had some back-references too. Unfortunately, XKCD has declined a lot in joke-quality lately (although the introduction of what-if compensates a great deal) so I am not following it as closely and often forget to check the updates for a week or so.