An excellent use of blue M&Ms that for some strange reason (maybe because it seems cruel) isn’t listed on http://www.seanet.com/~balamb/sense/nonsense/:
Put them on display so people will ask why you have blue M&Ms on display. This serves a dual purpose — it humiliates the blue M&Ms, and helps educate the public. It is important that they not look appetizing or inviting to the uninformed masses, so I suggest public torture. This might include impaling them on spikes, drawing and quartering them, etc. Perhaps the simplest way to display them is to match them against other M&Ms in the well-established genetic test, then line up the losers in a prominent location.
I miss tan M&Ms.