Weblogs are different from threaded discussion groups or mailing lists. They allow you to carry out a distributed discussion where the thread can be assembled remotely using an analysis tool such as Technorati. The advantage is that weblogs are personal, down to the look and feel of an individual blog, with all the functionality of a threaded discussion implicitly available.
To add comments within someone else’s weblog is surely a retrograde step? In true trackback style the comments box should pull up a list of references to the post from Technorati – with a box that posts to your own blog or signs you up to start one.