I see at least 3 ways to reply to a comment while mentioning the user:
@user - Bla-bla-bla
Which one is the proper or the best way to do it?
It doesn't really matter how you embed the @mention into your comment.
You can even put it somewhere in the middle of your sentence or at the end too, although at the beginning makes it easier to see who you are addressing at once glance, if multiple people are discussing.
Just remember that you can only mention one user per comment, and that the user has to have interacted with that post before to be mentionable. If it works, there will be a little autocomplete-popup above your cursor while you are typing a mention.