If the blog page is a top level pege then it always shows in the menu so it is easy to get back to the blog page.
If the blog is not a root level page you can enable bread crumbs on the blog page, or if you have a vertical menu for non root level pages you can add this in user.config
<add key="Blog:BlogViewSuppressPageMenu" value="false" />
but the vertical menu will take up some page real estate.
Or you could manually create a link in the Extra Side bar content.
I usually make the blog a root level page myself.
Hope that helps,