I'd just like to THANK GAWD that there is at least one consistent sprite comic up on Pokecommunity these days. I've been disappointed these last couple years coming here and finding that no one was even bothering to make them as often, especially considering when I came here back in 2005 there was flood of 'em. It was genuinely refreshing to see.
On the matter of sprites and set-up, obviously the pokemon are from Mystery Dungeon- but I'm especially curious as to where you're finding all your environments. They're all quite lovely and well-placed. And back when I did comics I was a big fan of having the text under the panel too, but you may want to try your hand at speech bubbles. I found myself sometimes forgetting to look at the image above after reading the dialogue. Also, just as a thought: Don't forget that you don't have to stick with just one size of image panel. You can create much more economically spaced and dynamic imagery by having, say, boxes that are half the size of the one you have now, splitting boxes to contain two images, etc. Look at real comic books or the comic PokeChow for reference to what I'm referring to.
As far as story goes, it's fairly fanfiction-y and rudimentary. I'd love to see you experiment with more interesting plot points or characters, since I feel like most of your characters are interchangeable. Give them more substance and reason- they're doing everything because something is driving them. Whether it be something from their past, an ideal, etc. Why are Rilou and Absol, two commoner pokemon, going out of their way to stop the ruler of the Dark World, who is obviously much more powerful than them and not above attacking their innocent families back home? What rationale would they have for them to be willing to purposely mess with Darkrai by hording key items necessary for the completion of his plan, travel to a city entirely under water (where they can't bloody breathe), and risk their hides against horrible world-destroying behemoths?
Strong convictions and traits create strong characters that we can recognize and sympathize with. For instance, say that Absol was suddenly struck by a meteorite. I would say "oh, well, that sucks" and move on. It would have no effect on me, personally. Find a way for the character to be interesting- so that if a meteorite did come by, I'd be in shambles.
I'd also like to know about how you're handling the plot of these comics. I know when I did these, I would sit down and just start making them without any prior direction on where the plot was going. I was making it up as I went along. Are you doing the same? Because thinking about plot beforehand is usually better, since you have more direction.
One final note of criticism: Grammar! You may want to put your dialogue into Microsoft Word and spell check before you put it in your comic. Also be aware of using the right kind of "there," (There = place, their = possession, they're = "they are") and things of that nature.
Overall though? This comic has the right spirit. I found myself genuinely laughing at Darkrai's "WHAAAAAATTTTT?!"s, most prominently in the first panel of Comic 16. Spot-on timing there. Hopefully you'll consider what I've said and keep making these comics. I'd love to see more from you, and I hope you inspire others to start filling this place with more sprite comics.