What one think's is backlink building, other may say it's spambexing. On 2005 Google invented rel="nofollow" attribute. It blocks link juice transfer to linked site and changes visually functional link to no-value link in the eyes of search engines. In practice it means that Your link, provided in blog comment, doesn't count as backlink and doesn't pass any link juice.
Recognizing "nofollow" sites
How to recognise weather the link is "no-rmal" or "no-follow". Problem (or actually its not a problem, but blessing) is thas some blogs, forums and article site use "nofollow" as default and others are not using this blocking measure. Easyest way is to open comment page and view source html. If You find one of following links:
A. Enjoy my < href="http://seoapplied.blogspot.com/"> SEO blog < / a > and learn new tricks!
B. Enjoy my < href="http://seoapplied.blogspot.com/" rel="nofollow"> SEO blog < / a > and learn new tricks!
A is normal link and B is nowollow link. So, posting comments in A environment is good idea from the perspective of getting backlinks. Posting to B environment is good idea from the point of traffic, but not backlinks.