I was loosing my patience with Drupal, when every content type for which i enabled comments was forcing users to preview their comment before actually posting it. The solution is simple and was in front of my eyes. I only didn’t see it.
So, in Drupal 6 you can set comment preview to be optional and not required per content basis. So you go to Administer -> Content Types and then edit your content type. There is a fieldset called Comment Settings. The setting is there. It’s just plain simple.