Yep, delete. Usually, these types of posts are just spammers who are trying to get readers to their own blog. If it makes you feel better, you can put a small disclaimer at the top or bottom of the comment box that says something like, "Comments may be deleted if they only contain self-promotion and do not relate to the blog post. Thank you."
*ETA* I should add, I don't know what platform you use, but Wordpress (.org, not .com, so the self-hosted WP) allows you to choose to not accept comments with links. Maybe that's an option?