I do! I actually like them because they're weird and willing to do bold, out there stuff. I love the show to death, but they would never do something as crazy as, say, Reflections. The aforementioned Reflections, along with Siege of the Crystal Empire (and Fiendship #1, which to me is a crucial part of the story) are my favorite of the major arcs. There was a period in my life where I was kind of obsessed with Siege and Fiendship #1, and read them, like, 10 times. Okay, well, I'm still kind of obsessed with them, to be honest.
Of the smaller arcs, Tempest's Tale is easily my favorite. It's a fantastic little character study with some of the best dialouge in all of MLP. It's a small part of the story, but the Tempest/Cadance dynamic fascinates me. And that kind of loops me back around to what I like about the comics in the first place; where else would you see Tempest and Cadance interacting? IMO, they do so much unique stuff that adds so much to the world. Do they have problems and bad issues? Of course. When you're doing off-the-wall stuff all the time, not all of it is going to land. That's just the nature of it. For me, the fun, interesting, unique stuff is worth it. (And that's not even getting in to the art! It's always so good!)
Other favorite comics: Friends Forever #8, (Hilarious. The Applejack expressions alone are worth the price of admission) FF #10, Legends of Magic, Nightmare Knights.