I think blogging and then linking to the blog post on whatever social media account is the best way to do it. Linking to the blog post "prompts" people who would be interested in what you have to say to visit your site.

The problem, of course, is trying to have a cohesive conversation afterward. I have responded to your blog posts in the past on Facebook, on G+, and on the comment field on this site. Where do you prefer comments to happen? There should be a way to somehow coalesce all these methods into a single entity. I would love to see tighter integration of blogs and social media - for instance, a way to "integrate" Wordpress blog posts into G+ - where I can hit "See entire blog post..." and have it shown inline on G+, and comments posted and shown here will be the comments generated on the post on G+. But I suppose that's a pipe dream, for now.