I love comments on my blog, as I'm sure most bloggers do. It means someone is reading my blog, and was intrigued enough by what I wrote to stop for a moment and leave a thought behind. Even if it's negative or downright trolling - it still means they took a moment to at least look (if not comprehend) what I had to say.
Now I realize I don't have the fanbase of say BBB, Tobold, or any of the other well established bloggers - so I leave my commenting system open. I don't use the "Enter this word to prove you're human" test, I leave anonymous commenting on, etc. Partly this is due to my laziness, but in part it's because I don't want to stand in the way of someone leaving me a note.
Personally, I find it irritating when I want to leave a note behind and I have to fill out a captcha, leave a DNA sample, and then confirm that my information is all correct. Often times I'm trying to drop off a comment from my phone or via a VPN connection - so going through multiple hoops to leave my thoughts behind is just a bother.
Now, don't get me wrong. I've stumbled onto some great blogs by following my commenter's links, but I don't think it should be a requirement. Ironically as I was typing this post up, I got an anonymous comment on yesterday's post about BOL. The fact that it's not signed with a RealID and thumbprint doesn't detract from the fact that I appreciate the few seconds it took to just say 'thanks'.
So keep on posting your comments and thoughts, and don't feel bad if you want to do so without leaving your name behind. Hell, the interent is largely anonymous as it is anyway.