They help just the same as any other site. If they have good rank on that post you get good pr from it.
There really isnt any difference if you look at the effectiveness of either blog links or website links.
One nice thing about blogs is that they tend to have promotional things in place that run automatically, for example, your typical wordpress blog "pings" everytime the user makes a post (notifies the internet that a change was made to the blog, and the spiders come runnin)