Why should you leave comments on a blog you read?
Commenting on blogs is as powerful as blogging itself.
If you dont have a blog and are not planning to have one (I'd strongly encourage to create one though) but if you are a frequent reader of blogs then you can make a huge presense on the blogosphere as an ardent reader. So leaving comments is similar to blogging in making your presense felt on the blogosphere.
If you do have a blog and you make it a practice on reading a lot of blogs then your comments will help you and your blog get notified in the blogosphere. Those are the traces to people who still have no idea about your blog. This is pretty much like linking to a blog and ends up creating a very powerful huge network of blogs.