if you are just going around and putting your link everywhere, I think the answer is no. But if you have found some relevant video such that placing a link would be very helpful to the person who is reading the comments, then it might be worthwhile.
Make sure it seems legit if you do. Put yourself in other people's shoes as well. How would you feel if someone tagged their site on your comment? You could always just comment with normal responses. If your responses are good and people like them they click on your profile and land on your page which has all your links on it.
With the amount of effort and time it takes to go around finding relevant videos and structuring comments to appear less spammy it probably would make more sense to just publish your own YouTube videos that market your product or service...
Include calls to action. Make sure you're allowing people to embed your videos. Cross promote your YouTube channel like a pro.