does it still count as a link if you post a comment but you only link to your site through your name and don't put any anchor text links in the comment area? Is it still worth it or do the search engines only care about anchor text links in the comment area?
It has lesser value than a backlink with anchor text. But it still counts, and it's good to have a variation of backlinks anyway to make your backlinks look more legit for Google.
You could always try using the keyword you are trying to rank for instead of your name. Of course, I would only try this on auto-approve blogs because you will definitely be filtered out otherwise.