I only set my blogs to let anonymous comments since I approve all comments before they show up on the front page. Plus, my blogs are pretty inactive, so I only get 0-2 comments per day. Plus, I can IP block them or block their e-mail if they post spam and troll comments.
But, I will never set my forums to let people anonymously comment on them since it opens the door to spam, trolls, and other unwanted posts.
I never use my social network sites, so I don't get any comments even if I let non-friends comment on it since my FB and Twitter are pretty inactive.
I heard Formspring which is a random question website and Youtube are not good places to allow anonymous comments by non-friends since teenage trolls can type a lot of dumb questions and comments directed to you.
Only if there is a hint of a problem - trolls, spammers, stalkers and such.
If you post videos or anything else about yourself, best to approve the comments and filter out the stalking and other unjust remarks about you, just as a precaution to protect yourself and your privacy.
I don't have comments enabled on my profile simply because I really don't have the time to read them on every site that I am a member of, and do not want those who commented to think that I was ignoring them.. so I disable them completely to save myself the trouble..
