The Genie from Aladdin, Megamind, and Bob from Reboot make the ultimate Blue Man Group!
If you haven't seen a Blue Man Group show, I strongly recommend it. They're awesome.
EDIT: I didn't "forget" anyone. I chose these three specifically because I wanted to draw them. I'm fully aware of Osmosis Jones, Dr. Manhattan, Smurfs, Nightcrawler, and other "blue" characters. It was not my intent to draw EVERY blue character. I just wanted to draw these three guys specifically.