Adrian Ramos does several fine web comics including "The Wisdom of Moo" at Girlamatic. And in commenting on his strip for July 14, 2004, he mentions that he'd just recently noticed that he never uses thought balloons in his strips. So he started using them immediately.
Now me, I made a conscious choice when I began drawing Terebinth that I wouldn't use thought balloons. I have a narrator who shows up now and again, but everything we learn about the characters, it comes from what they do and what they say, not what they think.
Except for this next series of strips, of course, where we'll be seeing into Kestrel and Cory's dreams. Kestrel first.