A new strategy I’ve noticed for spammers is taking content from within your post and making it the comment. This is used to fool bloggers into approving the post for which they will get additional backlinks. Other comment strategies I’ve seen include really quick thoughts about your post which is personally written. The probably go through hundreds of blogs personally writing posts, filling out the captcha and then submitting.
Still, the best strategie is to either delete their URL out of the comment, or just delete it all together. These spammers will come up with strategies to break into your blog.