Thanks to some great work by Christoph C. Cemper, there is now a module available to enable email notifications for comments by anonymous users (which, on my blog, is everyone but myself) on a Drupal blog. There should now be a "follow comments by email" checkbox underneath the comment submission form, which adds the much-missed feature.
It needs a (minor?) change to the stock comment.module, but Christoph provides a modified version of that. Hopefully the changes aren't drastic enough to make upgrading Drupal less straightforward.
Thanks to Christoph for his quick work on this (he started on it last night, and has a usable module available before noon today!) I owe you a beer or two for this!