As you can see, I have added a "recent comments" list to the sidebar. Yay!
I also wanted to mention that no one has to post as "anonymous" anymore. Blogger recently updated it's comments software so you can post as "anonymous," "blogger" (where you have to enter your blogger id & password) or "other." If you choose "other" you can type in your name & either a website address or an email address.
Perhaps people just like posting as "anonymous" -- that's cool. But, personally, I like it better when people use their names (real or screen).