As far as I can tell my Gravatar doesn't show up next to comments. I get the right image everywhere else I've noticed, but not next to my comments.
I've had a look in settings and can't find anything obvious that'll change it.
The one anomoly was that when I looked at the image via my Gravatar account, if I look at Check This Gravatar and "How your gravatar looks on sites using the following ratings" for PG, R and X sites I get the right image, but on G rated sites I get the G icon.
I don't know if it's the same issue but I'm very confised.