Someone actually wrote a bit of code that would mail you when someone replied to your comment already. It was never finished though (just the user preference part had to be written), and we never got a patch. So I figure I'll code that up sometime later.
Sorting the "Your Comments" list by more recent reply, would require a bit larger of a change. Now that I look at how its done in scoop, its not the most efficient anyway, though. The major problem I see in making this work is multiple pages of comments. When you have 25 comments and 20 spill over to the next page, you have to calculate the whole list for both pages, and filter out which comments to show. Though that might not be as much a performance hit as it first seems...
Altogether, good ideas though
-hurstdog