Hi Savio,
I think that you will find this whiteboard Friday very interesting in relation to comment marketing - http://www.seomoz.org/blog/comment-marketing-as-an-inbound-tactic-whiteboard-friday
In terms of links carrying any weight, I think it is important to think about quality and building trust in a community before posting links. I would also be very careful with anchor text. What you have to remember is that since Google's Penguin update link profiles have been under more scrutiny than ever so having some blog comments from appropriate blogs in your niche will carry weight. If a link is no followed then it won't pass link juice and so help add to your authority but what you have to look at is what other value it passes in terms of referral traffic, recognition etc.
People have tended to stay away from using blog comments as a form of link building because this leads to spammy practises of just posting for links sake. If you have a lot of anchor text from random blogs then it will stick out like a saw thumb when Google looks at your link profile and you are likely to get hit. However if you use comments properly and it is appropriate to link to your site occasionally then you are more likely to add value to your site in the eyes of the search engines...
As you say you are leaving good comments and adding value so this is a natural practice, but purely looking at it as a good form of link building then I think you need to rethink things. As Rand says; using comments correctly will help you build authority and gain recognition in these communities which will help with exposure to your site and work. From this you will pick up links naturally.
_"_You are not, not trying to build links. No, not directly anyway. Eventually, over time, one of the goals is hopefully to get some links, maybe to get a blogger to mention you, point over to your stuff, not to build profiles, which, essentially, is just a form of link spam or of reputation management where you're building all these profiles across different sites, and not to comment without adding value." A quote from Rand's WBF from the link above.