The lettering looks awesome, Kheldar... I actually think it fits well. I also think that the word bubbles worked out fine. You get one vote for keeping it this way. :-)
And you know what would be cool... if the footnotes brought up a little tiny window that just floats over the main page. I think it would be a lot less obtrusive. Also, the reader could read the footnotes as well as the comic, simultaneously.