NoFollow blogs refer to adding an attribute to your links like this:
<a rel="nofollow" href="http://www.example.com/">My Link</a>
When using this attribute in a link, Google will not assign any search engine ranking importance to the site or page being linked to. The reason this was created was to give site owners the ability to stop their sites from giving SEO value to other sites. Spammers were taking advantage of blogs and putting spam comments on other people’s blog to give their own site a boost in SEO importance. When Google introduced this, WordPress followed suit and added the NoFollow attribute to their software so that all comments on a WordPress blog, by default are NoFollow.
In response to this, some bloggers wanted to keep the SEO value on their blog to encourage discussions and comments. These blogs are called DoFollow blogs. The trade off for the owners of these blogs is that they have to spend more time moderating comments to keep the spam down. But the bonus is that there is often a much better discussion that takes place on blogs. NoFollow blogs generally only have good discussions if they are very well known.
Though Google does not place that much importance on commenting, you can still get a small SEO boost to your website if you consistently comment on DoFollow blogs.
Where can you find a directory of DoFollow blogs?
One resource is: Blogs That Follow
You can do a search on Blogs That Follow and find blogs that do not have the NoFollow attribute in their links.