So, I finally figured out why my blog didn't have CAPTCHA (why am I constantly writing CAPTHCA?) for the comments. It turns out that Jeff (Julian) had forgotten to add it to the skin I'm using here - I wish I had known before I manually deleted something like 60 spam comments, all from the same stupid [product name] moron.
I had been looking for the CAPTHCA CAPTHCA CAPTCHA (I hate that "word") option for ages, but didn't find it. Because it isn't there. So I asked Chris Williams what he'd done to get it, and he directed me to Jeff.
Thanks, guys!