This page is dedicated to cool anime characters with lovely blue hair.
Below is my list.  Beware, for my idea of cool may not match your idea of cool, so let's leave it at that.

Colour Therapy Qualities of Blue :
* Serenity * Peace * Calm, Tranquil * Balance * Inspiration * Optimism * Hope * Truth
Blue equals soul ( red, yellow, blue = body, mind, soul ) and purpose ( red, yellow, blue = spirit, idea, purpose ). Blue is a spiritual colour that offers many beneficial qualities to the person who surrounds him/herself in this unique colour.
Blue represents the spaciousness and peacefulness of the ocean and the sky. Blue is the heart of  the spirit of healing.

In an aura, shades of blue may be present.  Below are some possible interpretations of the shade.
AQUA : healer
PALE BLUE : the colour of sensitivity.
SKY BLUE : strong natural instincts
COBALT BLUE : intuition coming from the higher dimensions of the aura
PRUSSIAN BLUE : represents harmony
ROYAL BLUE : I have found this in people who have found their chosen path in life
DELFT BLUE : strong ethics
ULTRAMARINE : seen in the aura of sailors, surfers and people who are around   the sea.
NAVY BLUE : people with this colour tend to move slow, but safe and sure