I know Wordpress comes with one built-in (at least I think it does) but unfortunately that is one thing that Joomla! lacks. I run Joomla on all my sites (Moonlight Fans, Tevault, NAFans, and the soon-to-launch Patrick's Watch List), and love it. Moonlight Fans, since I use Fireboard, I can do the "Discuss this article on the forum" plug-in, which allows me to insert a code that creates a thread on the forum with an identical thread title, and then people click the link to comment and it is in sync with the article on the homepage. But, since Patrick's Watch List is a cross between a TV news site and a personal TV blog, I wanted and needed a comment system to break the read only, "look but don't touch" thing so people could feel they have a say. So I ended up buying JomComment from Azrul.com, and I LOVE it. If you need a comment system for Joomla, its hands down the best. They also have awesome blogging software and chat software, but hands down its perfect. It is so customizable and easy to use. Anyone else use it?
I don't know if its the same, but i'm using JoomlaComment. http://joomlacode.org/gf/project/joomagecomment The layout and the code is pretty messed up, but when you work on it a bit by yourself, it can be very useful and stable.
Yeah, i also chose between this one and joomla comment. but joomla comment is free and it can as much as a commenting system *should* can. I think that's enough. And besides, i just paid enough for my vBulletin + Styles + BBPixel bridge, so i didn't want to spend another 30$ for sth. i also could get for free...