The YSL Faux Cils (3 Extreme Blue or 6 Deep Night) is also a great choice. Color without flaking or coating over and over for the color. Unfortunately they are not carried at Sephora. However, they can be found on their official website and department stores that carry the full makeup line (Neiman Marcus, Nordstrom, Saks Fifth Avenue).
YSL also carries a good selection of formulas with a blue shade.
Faux Cils Waterproof (summer release) - 4 Majorelle Blue
Singulier Waterproof- No5Vibrant Blue
Faux Cils Shocking - No4 Sea Black (darker blue)
Givenchy Phenomen 'Eyes Effect Extension - 3 Extension Blue
As mentioned before, Dior has quite a few formulas with a blue shade.
Not so pricey- Buxom Lash Mascara, Sephora Collection Full Action Extreme Effect Mascara.
On a budget, the Maybelline Great Lash in Royal Blue.
Hope that helps.