It was just yesterday, that I was thinking to create a new "How would it be.." post on my blog with an idea of having feedback notification for blog comments. Because, the problem was when I leave a comment on anybody's blog, and after some time somebody comes to that blog and looks at it, replies to it, I never know that my comment has been replied (this is a barrier in blog multi-party communication idea!). I have to manually keep track of all pages that I have added comment or subscribe to comment RSS (if its available!)..
And as usual I was leaving a comment on a blogspot blog, and found as always Google has just released this feature!! Take a look,
So, now, when you want to leave comment, dont worry about future replies on that comment, Just make sure you check the checkbox "EMail follow-up comments to ...." so, everytime some new comment is added, you will get formatted subject email from Google (for which you can even create a filter as I have done and labelled it as "Comment Followups")
PS: Though other blogging platform has not added this yet, but I hope they will also do the same very soon (to make life simpler! 
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Stay tuned.. 