Being notified when someone comments on certain articles is something that should obviously be implemented by default. Unlike reddit, this site produces many timeless articles, and furthermore I'd like to know if new comments appear on my own articles.
It is implemented. Open an article you want to subscribe to, and use "Subscribe to RSS Feed" on the right.
Reddit Enhancement Suite
If anyone cares, I could probably port this to work on LW without too much trouble. Optimistically it'd just involve opening up the source and replacing reddit.com with lesswrong.com. More realistically, there'd probably be a lot of baked-in assumptions about DOM structure that'd need to be updated to have the UI enhancements make sense.
Anyway, this is mostly just a straw poll to see how many others would be interested in such a thing.