So I decided to leave things unauthenticated, but bolstered my spam fighting with the following tools: DSBL, which checks comments against a blacklist of open proxies; and Real Comment Throttle, which limits the number of posts from any IP (since spammers routinely attack with multiple IPs). I’ve set a limit low enough to catch even a small-scale spam attack, but high enough to allow my usual comment volume. I still close comments on entries older than 45 days, and now comments are force-moderated on entries older than 10 days.
My spam-blocking is not as absolute as it would be with TypeKey, but it’s quantitatively better than it was before I upgraded. (I should also mention that MT-Blacklist works much better on Movable Type 3.1x than it did on 2.6x.)
All my other plugins seem to still be working, including CloseComments and RSSFeed. A tip if you’re upgrading: delete your old MT-Blacklist. Having both Blacklist plugins running can lead to some strange side effects, including multiple e-mail notifications and forcing every comment to be moderated, regardless of your settings.