There are a couple ways, the simplest way it just to include your link when it asks you for your URL, most blog comments will say fill out your name, email, and website URL.
That is one way, the second way is to take 30 seconds to see what the article is about and then post a relevant comment to the article and say something like I think you might also be interested in my blog its related to yours, then include your URL, something dumb like that.
Just keep it relevant, you can usually create a fairly generic message that you only need to change once or twice depending on what your commenting on.
If you think that posting your links in the Comments on blogs will get you some backlinks then think again, most bloggers now automatically place the rel="nofollow" tag into any link on their comments.
What this does is tell the Googlebots not to follow that link, so it won't count as a linkback for you and it won't pass on any page rank from that site.
