Blambot's Nate Piekos has written a fascinating and informative article on the typographic conventions in comic-book lettering. Lots of interesting quirks in the form that I hadn't picked up on ('An "I" with the crossbars on top and bottom is virtually only used for the personal pronoun, "I." The only other allowable use of the "crossbar I" is in abbreviations. Any other instance of the letter should just be the vertical stroke version.').
Traditionally, whispered dialogue is indicated by a balloon with a dashed stroke. More recently accepted options are a balloon and dialogue in a muted tone (grayed-out), or with a lowercase font in conjunction with small dialogue/big balloon. Italics are a possibility as well.
Comic Fonts and Lettering
(via Making Light
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