It took me absolutely ages to realise that it was largely pointless replying to comments on your own blog. Most people don't sign up to be notified of replies, so they won't see your reply unless they happen to come back to that post for some reason.
So finally I figured out that the best thing was to visit the blog of the person leaving the comment and leave a comment on their blog - sometimes replying to what they said or often just making a comment on one of their posts.
The only replies I do on my blog is where the person doesn't have a blog or I can't figure out which blog they come from. I do warn people commenting that this is what I do like this: