I have closed comments on LJ a few times when I wanted comments consolidated, but for the most part I leave them open on both sites with no link. I like when people make a link on LJ to DW and a link on DW to LJ so that it's easy to just click over and read comments, rather than loading up their journal on LJ (which is what I do otherwise if it seems like there might be interesting discussion on a post), but that's a pain, so I won't be doing it myself.