(do you own the comments you put on someone else’s blog?)

Imho, yes. You own the copyright in your own original works of authorship, other than works for hire, unless there is a written transfer of copyright ownership. Usually, you grant the blog owner or operator an implied license to publish your comments. The blogger may not need a license to make archival copies of your comments posted at their site, but if they do require a copyright license from you for that purpose, then that is also implied. Some sites may have explicit terms of service, which may or may not govern the license that the commenter grants to the blogger.

There have been at least a few very involved discussions on this topic around the ‘net.