Sylvie Noël asks:

But I don't want to have to open every blog entry in order to see whether there are any comments associated to it or not. Does anyone know of an RSS reader that also gives access to people's comments? Is it even possible?

Sure. BottomFeeder follows embedded comments (which my feeds support), and optionally follows comments that use the comment module (i.e., a separate feed is specified in a module in the main feed). The latter can be somewhat expensive, as it requires a second query for sites that offer that module - it's an option I have off by default in Bf.