Personally I agree with the excellent first answer by DazzlinDonna
I would only leave a link in a comment if it was necessary – such as to prove a point, or people really need to get more information that only the link could provide. In other words, I’d have to feel it was essential to the conversation.
I don’t really like it when people drop links that are irrelevant or are simply to their blogs, for example “comment signatures”, as there is a perfectly fine URL attached to your name and mine even have no-follow switched off so you get full link juice.
I think people in part do that to get better anchor text, but then we get into the other thing I don’t like where instead of their name people sign comments with “SEO Affiliate Dorset Cheap Phones”.
What do you think? Do you allow or remove such comments? Do you edit comments? Do you leave links in comments? Let us know here in the comments or over at the forum thread …