This strip is merely funny at first. After The Reveal that the Onion Kid is Sarda's past self, it works on extra levels- this is why Onion Kid decides to learn EPIC MAGIC, and suddenly the line "No, that would be stupid." picks up an extra layer...
A strip later, Sarda shuts up the Onion Kid on account of "not asking you for your dull little life story." Naturally, it's because he already knows all of it.
One of Red Mage's early lines after finding that Corneria's weapon shop is... well... shit. He mentions that they'd be better off fighting enemies with harsh language. Perhaps that was just a line thrown in to be funny, but when you consider how the Light Warriors do most of their fighting... Black Mage does manage to make a pun that's so horrible it actually kills someone.
You know that Running Gag, where anytime anybody says 'forever', they are about to be horribly, horribly, wrong? Check this out.That is just how powerful Sarda is - he can overcome the rules of the comic.
You may think that White Mage defeating the Final Boss Chaos himself possessing Sarda's Body is anti-climatic, but it actually makes the most thematic sense of any possible conclusion. Afterall, White Mage is the real creator of the entire 8-Bit Theater universe... although accidentally. Naturally, she'll be the best one to take down the inevitable entropy of it also. Ironically, it also makes a humerous tie-over to Dissidia Final Fantasy, since the core theme of that game is Cosmos against Chaos. Or more simply a Female Creator Goddess VS a Male Destroyer God.
The Dark Warriors:
When considering that he tends to kill anyone that minimally annoys him, it becomes quite strange that Sarda would actually spare the life of the Dark Warriors. However, at the end of the story the DW have been named the Very Real Light Warriors. Maybe that's why he spared their lives, because he knows that they would still be alive in the future.
Fighter and Red Mage are the only ones who get bona fide class changes from Bahamut because they are the only ones who faced their ordeals. Thief ended up teleported away from his, and Black Mage, err, absorbed his.
A Blue Mage can permanently copy any magical attack that hits him/her, provided that it survives said attack. What did Black Mage do previously? He killed his own doppleganger and absorbed its evil. So, basically, "he" had is own evil absorbed (by himself) and (the real) he survived, granting him the power to absorb all kinds of evil.
When Black Mage and Thief switched heads they didn't switch back(they just had Red Mage's illusion spell cover it up) so how much of Black Mage and Thief's actions are their own and not influenced by their new heads?