Comets are appearing more and more chemically interesting. They contain amino acids, they contain clays and compounds that are associated with liquid-water chemistry. Delivery of nitrogen to the early Earth by comets seems increasingly plausible. Most speculatively, for reasons I argued previously, we should expect to find evidence of von Neumann probes on chemically rich and active carbonaceous chondrite asteroids and comets.
However, in our brief encounters with the comets (always near perihelion), we may not be getting a complete picture of the chemistry that takes place on or around the comet. A small permanent probe or probes may be useful. Because of the volatility and small size of a comet, a single probe is quite likely to be lost after a short period.
Consequently the small ("thumbnail") satellites which were recently designed by Cornell and are now being investigated may be a good option. A comet with a short period could be targeted, so we could get results sooner and the probes wouldn't have to last as long. Multiple small probes could actually be designed to be blown back off at some point and collect data from the tail may givve us a clearer view into the full lifecycle of a comet as it warms during its descent to the sun.