There are bound to be a lot of odd color combinations over the next few weeks as people find out more about what goes well with blue. :)
Anything/WHM is a fine choice for soloing, especially at early levels. I'm not sure it's going to be a standout choice in parties later on, though, since BLUs look like they're going to be more front-line than most mages. Curative power is always welcome, but aside from that, an MP boost, and the other benefits of /WHM (-na spells, bar- spells), it doesn't seem as though it'll add a tremendous amount to BLU.
BLU/BLM could be interesting, since some of BLU's abilities seem to be reliant on INT (I think? Someone please correct me if I'm wrong). But again, /BLM does nothing for a BLU's TP gain or melee capability, which also seems like a fairly big portion of the job (thus my thinking that this is designed as a front-line mage job).
I think /NIN and /PLD have some strong reasons to be viable, at least during some stretches of a BLU's career. With a NIN sub, you can build TP pretty darned fast and can withstand some of the nastier weapon skills you may want to learn. From my very limited experience so far with BLU, they take a lot of damage while learning a new skill; both /NIN and /PLD would give a BLU more survivability through that process. /PLD has the benefit of additional MP (albeit a small amount) and that lovely new auto-Refresh; /NIN has the advantage of requiring no MP to do its thing.
DRK, WAR, and SAM all have their allure, too. More physical power seems as though it'll be helpful for BLUs in a way it rarely is for the other mage classes and each brings something potentially nice to the party. As with /PLD, /DRK will boost a BLU's MP pool over what it would be if the sub were a pure melee job, while WAR is always a great subjob choice for a strong melee emphasis; you don't need as much MP if you just pound the snot out of something, after all. :)
And I don't think /RDM would be redundant for a BLU. There's overlap on some enfeebles, sure, but /RDM would bring a nice spread of skills to the table--namely, more MP than a melee sub, more versatility than a BLM sub, and more firepower than a WHM sub. I think "purple mage" could work well. It might be especially good for solo or duo BLUs (assuming, that is, the job winds up being a good solo/duo class, which is still as up in the air as almost everything else about mysterious BLU).
Of course, I could be totally wrong about all this theorizing, but it will be a hell of a lot of fun playing around with various options and seeing which suit the job best for a given level, party setup, and purpose.
Nola, 70 BE Mage