Hey Jeff, these are good points and especially the process of leaving your site and having to sign up or add a new gravatar is not seamless, and can be confusing for users. In fact, I have often wondered if that is the reason a lot of users don't have gravatars. Of course, they may just not want their face on the web :)

When I taught a lot of workshops to beginners, I basically explained the benefit of a gravatar, and then directed them to gravatar.com for the exact reasons you pointed out. But I also had to explain of the connect to WordPress and how you must have a WordPress.com account, which sometimes threw a wrench in things. But most had not problem with that and understood.

Unfortunately I never discovered the magic bullet within WordPress. And I never spent the time to think through a better approach. Will love to hear what others have to say :)