I recently stumbled across a website that shows you how to customise your theme’s comments skin, and also provides you with some nice code/themes that you can drop into the template file, such as:

Green Gravatar: 

The Speech Bubble:

The blog post can be found at: http://www.darrenhoyt.com/2007/08/18/styling-your-wordpress-comments/. I realize though that it was written in 2007, and the wordpress code may have updated since then. I am going to make some comment themes of my own to use, and may update these ones too.