Comic Life is an award winning application for creating not just comics (obviously), but also annotated images, story books, instruction guides, and brochures.
The software costs $29.95 and you can download a 30-day trial version. Be prepared to lose yourself for a while - this software is lots of fun, even for those of us with little or no graphic talent!
Comic Life allows you to create page layouts with boxes for images and text. Styles can be applied to create just about any type of ‘feel’ for your document. Captions can be created with tails in order to have thought balloons, speech boxes or just additional annotations. Filters are available to turn your digital images into a variety of hand drawn looking graphics to enhance the comic appearance of your work.
Check it out: http://plasq.com/comiclife
For ideas on how to incorporate comics into your learning, check out: http://www.teachingcomics.org/