I write them all on a 10 inch Samsung tablet (with an "S pen") in an app called Squid. Writing them on a tablet really helps a lot -- my first zine was on scanned paper, and it was fun (you can see it at http://jvns.ca/strace-zine-unfolded.pdf) but it was hard to edit and the results didn't look nearly as good.

If you use an ipad pro, there's an app called Goodnotes which is quite good for drawing things like this. They both give you vector images so you can scale them up to any resolution.