I really think that it would be useful to be able to favorite comments and answers in addition to questions. A lot of times I find an answer or comment that I want to keep for future reference, but I can only favorite the question. This is problematic when there is a lot of activity with the question that makes it hard to find the comment (or answer) I was looking for. Sometimes I also forget what I am looking for because the question alone means nothing to me and I can't remember that I favorited it for a comment.
Is it just me who thinks this would be a useful feature?