I don't know if there's a definitive answer on this, since it's effects wouldn't be easy to measure, but if you think about it, it makes sense that it should be taken into account to some extent, and if not, at least users would be able to learn about your site.
Off course, as regular links do, I guess it would depend on the context, relevance, and reputation of the page where the mention takes place.
Also, from a branding point of view, it would be positive (again, depending on the context), it seems one of the functions of the new SEOmoz Fresh Web Explorer is precisely to find out about mentions.
Check out this post where they carried out an experiment about the subject and also cite Matt Cutt's reponse to the question (although very old): http://dejanseo.com.au/seo-experiment-with-non-link-references/