Comics, like screen, are a visual medium, and unless there's a stylistic reason, or you really, really can't get out of an impossible hole, thought bubbles and captions, along with dumb exposition, should be eliminated. It's only when you set your constraints that true creativity blooms.
For instance, Saladin Ahmed's Black Bolt is almost unreadable because there are so many captions, most of which are unnecessary because the art already does the work. Captions work well for Postal, when Mark is narrating because he has Aspergers, and we need to 'see' how he thinks. An example of captionless and complex that works well is Ryan K. Lindsay's Beautiful Canvas, which gives the reader the credit to be able to work things out.
I reckon lazy captions are another symptom of writers taking on too many titles simultaneously, stopping them from working their craft.