I believe this has been requested again and again and again. The problem, as I've always understood it, is that to embed the comics would require SC.com's bandwith being whored out to other sites. And I think Brad kinda likes people to be able to see that sexy "Make a Donation" button when they're viewing comics.
All that said, you're completely free to click "Make PNG" and toss the image of your comic up on imageshack or something like that to pop it on other sites.
Further complications include the fact that the comics themselves are not images. They're made up of brilliant code that would quite possibly get a bitchslap from another website's coding. As cool as it would be to be able to toss them up on other sites and drive traffic here, my guess is that it is incredibly difficult to do so. You'd basically have to throw up the entire code of the comic into a page and pray that it doesn't go gibberish.