Hello Lee,
Good question, just wondering why others have not reply you.
It is definitely a good idea to add a forum to your blog. Blogging actually brings together a community, and adding a forum harness the community by allowing others to create and discuss the topic of their interest.
A few example of blog-forum integration:
Mysticmind's
Wordpress Malaysia, which combines wordpress with SMF.
And, my
Chinese Music Blog, which integrates PunBB into wordpress.
Wordpress team has also recently released
BBPress, you can also look into that as the integration is very simple too.