I seem to have similar problems as many people with comments not showing and strange url's for comments and permalinks. I've looked at all the other threads dealing with this but none of the solutions have worked for me yet :(
I updated from 1.2.2 to 1.5 yesterday following the appropriate steps.
The blog I'm working on is just a development environment so it may look a bit strange and unfinished: http://www.ofog.net/blog
Clicking on the comments link gives me this URL
And permalinks looks like this http://ofog.net/blog/archives/2005/02/26/ - it just goes into the archive...
I'm running my own theme but have copied the comments.php from the default theme.
In addition the strange links the dates are wrong too - so clicking on a permalink (or comment) made on the 17th takes me into the archive for the 19th!
Any ideas on how the mess could be sorted out?