There isn't exactly one like you described for Comments Shira, but you can easily and quickly comment right back at them (below thier comment) and they will get your message. Some people even comment so that they will be informed of any future comments that follow thiers.
Of course if it was an Answer instead of a Comment you can up-vote it.
Another thing I do if someone is helpful or deserves thanks is to up-vote something else of theirs on G2G if I see it and agree. It gives them the positive bump just as easily for me.
Also, if you really feel inspired you can go to the person's contribution list with just two clicks and find as many things to thank them for as you wish!