mysite.com/blog/post.html OR mysite.com/post.html
Thank you very much.
Personally I prefer the former (with single sub-folder) as 1) rather than 'blog' I'll use words that suit overall site article SEO purposes and 2) it works nicely with analytics to grab all posts in one sub-folder for build analysis.
Overall I dont think it has a huge impact.
You could also forward your root (example.com) to example.com/blog if you don't need one.