I think the comma is beneficial (even necessary). Without it, "Personally for me" seems like unnecessarily repetition in a single phrase. In "Personally, for me", however, "for me" is a separate thought.
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Why use the word "personally" at all? If you're starting with the word "I", then the reader has already been told that what they are reading are the your personal thoughts. Other wise you'd start the sentence with "he", "she" etc...