I've just spent the whole night setting up blog comments. PyBlosxom doesn't make it painless, sadly, more like the opposite.
First: don't be scared by the list of comment-related plugins on the PyBlosxom site. There's only one important plugin: comments. All others depend on it and enhance its functionality. The last three or four times I was about to add comments to my blog I got scared at step one: evaluate the available plugins. Don't repeat my mistake!
Second, follow the instructions carefully. There's no shortcut.
Third, fix what's broken. Be prepared to debug the source code. print >> sys.stderr, "message" is your friend.
Fourth, fiddle with the look (CSS and HTML).
Fifth, write a blog post and eagerly await your first comments.
Step 3 screams for an explanation, doesn't it? Problem 1: the comments plugin requires that you use categories in your blog. I'm not (I'm holding out for tags). Workaround: comment out if entry['absolute_path'] check in cb_story and cb_story_end.
Problem 2: the AJAX post returns "Empty response from server". Workaround: modify cb_story_end to call readComments directly if entry['num_comments'] is None, since cb_story, which usually does the read, is not called during the AJAX post.
Problem 3: if you enable comment moderation (by setting comment_draft_ext to a different value from comment_ext), the AJAX post returns "Empty response from server" once more. Workaround: modify cb_prepare to notice this case and set data['moderated'] = True, create a new template comment-moderated and render it in cb_story_end just like the preview template is rendered; also modify __shouldOutput to return True when rendering comment-moderated.
I'll post patches to the pyblosxom mailing tomorrow, unless I forget. It's 6 am already, and I'm kind of sleepy. I just hope I haven't inadvertently broken my RSS feed or flooded any planets.
Oh, and a helpful hint: don't name the post you're writing comments.txt, or the #comments anchor will point to the start of the story instead of the comments.
Not everything is perfect, e.g. the comment body sanitization is kind of stupid (inserts br for every newline even inside pre, doesn't let me enter a less-than sign --- escapes ampersands but doesn't escape tags).