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Especially in blogs you're likely to get comment links as well, i.e. someone links to http://www.seomoz.org/blog/canonical-url-tag-the-most-important-advancement-in-seo-practices-since-sitemaps#jtc78388 instead of the original blog post URL.  The content is going to be the same for both of those links, so it's best to say the post without the comment anchor is the canonical page. Also remember, you put the canonical tag on the page that you want to be the canonical version AND pages that you want to point to that page as canonical, so in one instance the canonical tag is going to be the exact same as the page you're on, like the example you're citing.