I agree. Seth Godin doesn't allow comments because he doesn't want to find himself writing in anticipation of the comments.
I think it should become much more common to have broadcast-only type blogs. I'll take a one-way stream of someone's ideas over losing out entirely any day.
Sometimes isn't enough: the threats to Kathy were made (anonymously) in other blogs. There is also an increasingly trend to blog rumors, gossips and "opinions" about people who are not celebrities (Valleywag, Gawker, etc.).
Ultimately, people have to balance costs and benefits, even when the costs are death threats and the like. Ann Coulter probably gets abused online more than any other woman, but then she make 10K+ per speaking engagement.
Today Julia Allison wrote this: http://itsmejulia.com/post/28132498