I use wordpress as well, and I have a "routine" where I check my blog regularly throughout the day when I have a few moments to spare that aren't dedicated to work or whatever. I don't recall where the settings in particular are for managing your comments so that you get an email saying you have one to moderate, but going through the dashboard to the comments "tab" is one way. Another is to mouse over your blog menu and click on Manage Comments to see if you have any you need to approve. I check mine regularly because, as you guys have mentioned in this thread, I hate the thought of people leaving comments on my stuff and giving the impression that I am above responding to them. I endeavor to catch and reply to each and every comment in the hope of appearing approachable. Anything less can be, in my mind if nothing else, a bit of an insult to a reader, and since I"m using my blogsite to get fans for my work and get myself established, as it were, this is the sort of thing that actually works against me.
Hope this helps and of course, I'm open to suggestions as well.
I'm on Blogger, but I do something similar. There have been, I admit, a couple of comments that slipped under my radar and that I didn't notice until much later, but I hope that the obvious fact that I do respond to comments means that the lapse was not taken as a snub.
A couple of readers who left comments on old posts will sometimes add a postscript to a comment on a new post to tell me about the former--and that often helps! I'm glad they're willing to meet me halfway, too. =)