There's a myriad of blogging applications out there. The most famous are Web hosted, from Google's Blogger to Six Apart's TypePad and LiveJournal offerings, while other user-customizable applications include WordPress and iBlog. For me, when I was looking to move away from strict HTML, driven by Bare Bones' BBEdit, I needed a few things - the ability to keep my louisgray.com domain name, the ability to post new entries while retaining access to site history and categories, while also not requiring massive SQL server maintenance.
After downloading a number of programs, running them, installing them and hoping all would work out, I stumbled upon the answer - RapidWeaver, from Realmac Software. RapidWeaver not only accomplished everything I was looking for, but it easily integrates with Apple's iLife applications, so if I choose, I could post a photo journal, run a podcast, or manage a more global site, beyond the blog.
RapidWeaver is a stand-alone Mac OS X application, which comes standard with a variety of customizable themes, offers comments, powered by HaloScan, and has a very simple interface. It's not perfect - we're still aching for the introduction of permalinks, which they swear are coming in version 3.5 in the next few months, and it's not portable - meaning I can only update from the home laptop. As a result, you'll see a dramatic scarcity in blog entries, say between 8 a.m. and 7 p.m. every Monday through Friday.
If you run Mac OS X (and you should), and want to get started, I'd say give RapidWeaver a shot. You can download a trial here.