Commenting on other blogs, specially those that are on the same niche, is a very efficient method to promote your site and receive new visitors. Some bloggers, however, are used to leave their blog names on the NAME field of comment forms, arguably losing some credibility.
I confess that when I started blogging I used to do that as well, after all I thought that no one would be interested in clicking on “Daniel” while if I left the name of my blog more people would be tempted to click on it.
The problem with that logic is that many readers might think that you are just spamming the comment section. Some of them will certainly click the comment with the blog name, but overall it might hurt your reputation.
Secondly the whole blog phenomenon exploded because it enabled people to establish relationships and to interact with other bloggers. Comments are trackbacks are supposed to generate conversations, and conversations must be personal if they are to be valuable.
Bear in mind that there are some exceptions for that rule. If your blog is named after yourself (e.g. ajaydsouza.com) or if you are speaking on behalf of a blog entity you could possibly leave the blog name and not your personal name. Also, if you really want to leave your blog name consider placing it under brackets after your personal name.