Is there any way to see how my comments have been voted on? For instance, you can sort your answers by votes, but is there a similar feature for comments?
It's not real-time, but you can use this data explorer query:
That "data dumps" on that site are updated every 3 months or so (according to this old blog post they are monthly, but for some reason I think that information is outdated).
For up to the minute data, use the API:
(change the minimum value if necessary, this finds all qualifying Pundit comments)
See http://api.stackoverflow.com/1.0/usage for all of the other items in its bag of tricks.