Anyone can take action against almost anything and find some statute to back it up if they are so inclined. Especially in the United States, the litigation capital of the world.
The question is, who is going to really come after you for commenting on blogs. It would have to be a well financed blog, and you would have to be a severe pest.
I would imagine just trying to pierce the anonymity of a proxy would be a very expensive endeavor.
And if your not using proxies or through a VPS, should you really be using SB?