Years ago I had those problems too, and for awhile I was applying the spam filter rules that Wordpress had (I think through Akismet). That helped a bit, but I was still getting way more spam then genuine comments so I just turned off commenting.
If you didn't want to turn off comments, I recommend applying the rule to automatically mark comments as spam if they contain one or more links - this would filter out the one you showed in your example. Or instead of marking as spam it may be worth seeing if you can have Akismet automatically trash or disapprove comments with 1 or more links (not just mark as spam) but i'm not sure if it can do that, it's been a long time since I had commenting enabled.