I usually get an email whenever they post. For example I follow Rudy and Jon from Lionel. I always get notifications when they post even if it's a reply. So there must be a setting some where.
Edit... I just started following someone new today. When I did, it gave me a menu with a choice of when to get notified when that person does something. There was a check box for comments. I'm not sure how you go back and edit that later but there is an option to get emails if they post.