Blues are popular up north as a good fighter and many people eat them. Florida has many better fish, so not too many are targeted here. Mostly they are a nuisance fish - they'll steal your bait and tear up the tackle.
If you must eat the blue fish, you have to compensate for the fishy, oily taste. My favorite recipe for blues (when I have to eat them) is to bleed them as soon as you catch them (hang by the tail, cut the gills, to drain the blood). Remove the guts, wrap in newsapaper, soak in kerosene over night. In the morning, toss the fish and eat the newspaper!