Update - May 2, 2006:  I would skip this advice and refer to my later entry that shows how to set up fully moderated comments for COREBlog.

Because of the proliferation of comment spam on weblogs, having the ability to easily remove comments is critical.  Coreblog2, the Plone product I use for my Weblog, doesn't offer a good way to handle comment spam.  Here's how I solved the problem for myself.
First, go into the ZMI for the Plone site.  In the ZMI, navigate to portal_types.  Find the type Coreblog2 and click on it.  Then switch to the Actions tab.  At the bottom of the page, you will find a section to Add An Action.  In this area, enter this:

Once you've matched this, click save.

Now when you view your Coreblog2 blog, you'll see a tab called "Comments" which will take you to a view where you can quickly remove comment spam by checking boxes and hitting Delete.

I am still trying to figure out how to make comments invisible until I approve them (comment moderation).  I think this should be possible with Plone's permissions, but I'm just not experienced enough with the security setup to know how to implement it myself.