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"You don't really create a "free for all" with proper moderation, as Sante and Oscar above already mentioned as well. We are also talking about a blog and not a forum, these are two different things which require a slightly different strategy. Comparable, yes but identical: no."
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Considering that most blogs and forums are held on the same domain or server as the site you are optimising for, there is some potential to harm your site through people shoving in links. What if a competitor started to use your blog to get link juice?
My point was that the article you write about is the main content of that page, the links which lead out should be of your own and external links which are entirely related to the point you are making.
Many people who leave comments on their blogs will link to their own business which isn't relevant to that topic. They maybe in the same industry, but they are not relative to the topic you are talking about.