Until now, most of your other options required the use of a WordPress plugin, but today I ran across a great code snippet you can use to display recent comments in a useful format. I just tested it out on my test site and it looks good. Here is the code you will want to paste into your theme’s sidebar:

<h2>Recent Comments</h2>
<?php
global $wpdb;
$sql = "SELECT DISTINCT ID, post_title, post_password, comment_ID,
comment_post_ID, comment_author, comment_date_gmt, comment_approved,
comment_type,comment_author_url,
SUBSTRING(comment_content,1,30) AS com_excerpt
FROM $wpdb->comments
LEFT OUTER JOIN $wpdb->posts ON ($wpdb->comments.comment_post_ID =
$wpdb->posts.ID)
WHERE comment_approved = '1' AND comment_type = '' AND
post_password = ''
ORDER BY comment_date_gmt DESC
LIMIT 10";
$comments = $wpdb->get_results($sql);
$output = $pre_HTML;
$output .= "\n<ul>";
foreach ($comments as $comment) {
$output .= "\n<li>".strip_tags($comment->comment_author)
.":" . "<a href=\"" . get_permalink($comment->ID) .
"#comment-" . $comment->comment_ID . "\" title=\"on " .
$comment->post_title . "\">" . strip_tags($comment->com_excerpt)
."</a></li>";
}
$output .= "\n</ul>";
$output .= $post_HTML;
echo $output;?>

[via WordPress Garage]