I've used both kinds over the years, and have found my own preference to be penciling and inking on paper, then scanning and coloring and adding text via Photoshop and Comic Life. (See below for some work-in-progress pics of old digital Christmas cards.) Now that digital technologies have matured (and gotten much cheaper), tedious stuff like lettering is faster and easier.
The options for printing are far better too. As a kid, I used to make comic books by hand, then photocopy them – that was the extent of the tech element. I didn't even have access to a double-sided copier at the time, so the sheets had to be copied out of order and flipped.
And full color? Ha! Though I did do a color cover once (c. 1995), which had to be printed at Kinko's.
Anyway, here are some other articles of use to those looking to draw their own comic books:
What Are Digital Comics?
The Written Parts of a Comic Book Page
The Visual Parts of a Comic Book Page
Six Classics of Comic Book Theory
Enjoy!