Should this work?
<!--[if IE]>
<link rel="stylesheet" type="text/css" href="/minify/css?f=ie8.css<!--[if lte IE 7]>,ie7.css<![endif]--><!--[if lte IE 6]>,ie6.css<![endif]-->" />
<![endif]-->
Apparently nested comments don't work, so what about this?
<link rel="stylesheet" type="text/css" href="/minify/css?f=someotherfile.css<!--[if IE]>,ie8.css<![endif]--><!--[if lte IE 7]>,ie7.css<![endif]--><!--[if lte IE 6]>,ie6.css<![endif]-->" />
It will not work, because you're nesting conditional comments.
A non-IE browser will read it the way this sites syntax highlighting reads it.
To fix it, remove the closing -- from the nested comments to hide it from normal browsers.
It should then work fine.
For example:
<!--[if IE]>
<link rel="stylesheet" type="text/css" href="/minify/css?f=ie8.css<![if lte IE 7]>,ie7.css<![endif]><![if lte IE 6]>,ie6.css<![endif]>" />
<![endif]-->
No, conditional comments are not macro-style processing above HTML; they can only go where normal HTML comments can. Comments can't go inside tags.
Therefore:
<!--[if lt IE 7]><link rel="stylesheet" type="text/css" href="/minify/css?f=ie8.css,ie7.css,ie6.css"><![endif]-->
<!--[if (gte IE 7)&(lt IE 8)]><link rel="stylesheet" type="text/css" href="/minify/css?f=ie8.css,ie7.css"><![endif]-->
<!--[if (gte IE 8)&(lt IE 9)]><link rel="stylesheet" type="text/css" href="/minify/css?f=ie8.css"><![endif]-->
(Do you have enough IE-hack rules that a separate stylesheet is warranted, even for IE8? That browser is generally pretty well behaved, as long as it's not in a compatibility mode. If you only have a few rules, this tip might be of use.)