There's a few blogs I comment on just because they're good blogs. Normally I use my name as the anchor text, with my website as the url. It's nofollowed, but the blogs are of sufficient quality that traffic from them is a real possibility.
However, I just realized that while the URL won't pass anything - the anchor text very likely does. Therefore going forward my 'name' will be my company name. That means Google will start seeing the text of my company name on lots of high end websites in my niche. Google will see {nike} instead of {John Hancock} in the comments.
If there's branding to be had, perhaps that'll help.