I think that all strips participating in the storyline should include messages leading to and from the comics before and after them in the story. For example:
I'm planning on adding this to my own strips right in the comic jpeg, in case the design and layout of my site ever changes, so that the crossover stream is preserved for the future.This story is continued from [yesterday/today]'s [other comic name] at [other comic site url]
[YOUR COMIC HERE]
To Be Continued, in [today/tomorrow]'s [other comic name] at [other comic site url].
I also think posting all of the comics to a thread on the messageboard is a good idea
What are your thoughts, my friends?