I generally try and engage the reader with my blog, usually by asking questions. I find the brian's threaded comments plugin brilliant for this as you can reply to each comment individually, as well as appearing like your blog post is popular as you leave multiple comments
I have the same problem as Bagi, and have noticed time and again names like "Music Wordpress Templates" and "Hair Cure Information" in my Akismet, turns out people are learning (though some big bloggers let them go).
What I generally do is e-mail them, explain to them what they're doing, and generally say to them if you want link backs, submit to my bid directory or advertise on my blog
