I just integrated my blogspot (Google's www.blogger.com) blog into my existing website! This will allow me to much more readily update my blog. Much, much easier. Still a few little styling things to figure out, but my blog is now hosted by my server rather than Google's. Now, you can leave me comments!
If you want to do the same with your website, below are some helpful links. Basically, you set up the blog to be hosted on your server. Then you stylize your blog's template with CSS to take on the same look and navigation of your existing website. This will take some trial an error in determining which CSS you can modify without messing up the necessary CSS of the blog. Before you begin, please note that your web host must support ftp file transfer.
I just came across this about.com tutorial. Generally about.com tutorials are quite good.
Good technical article on changing the hosting of your blog: