Often when I start reading comments, it is only when I come to the end that I see a link like "add/see 10 other comments". I can understand that if there is a huge list of comments for the same question/answer, it makes sense not to display them all right away. But the invisible comments are not necessarily the ones that occur last in chronological order, so after clicking on this link, there can appear other comments right between those I have already read. A visible comment can even refer to an invisible previous one, which is frustrating. Is there a way to change that behaviour? I figure it is rather comments that don't have (yet) any "useful comment" vote that tend to be hidden. (Is that so?) But even though, they may be relevant for subsequent ones.
No, there is no way to change this behaviour through the current interface.
Note from the blog post François linked to that long ago no comments were shown until a link was clicked. There are a number of 'features' of the Stack Exchange platform that discourage comments (or at least lengthy interchanges in the comments), and generally I think this is a good idea, even if it has some annoying effects.
That said, here is a bookmarklet that shows all comments: