Bish, I think that it boils down to personal preference, but I avoid using anything colored within the picture that isn't the model. Blue, and other color backgrounds, can cause viewer-perceived color shifts to the final photo. Get the white balance wrong and a colored background can make color correction even more of a pain.
Beyond the color shifts and perceptions, I personally think that a white or light grey background looks far better than a colored one, and is less distracting.
But.. as we often say to each other about the models themselves- do it the way you want to and are most comfortable with. My photographic training and habits lead me to use the most visually neutral (boring) backgrounds in order to give the subject the best presentation because if I can't hook a reader in 5 seconds for a closer look then they've already moved onto something else on the page.