well there are tons of blue crayfish species, which are you getting or thinking of getting? or are you looking for opinions? the easiest to find in the u.s. is procamarus alleni. they vary greatly in aggression, size, diet, etc.
I've got a blue. I'm not sure which species, but they're fun. Yes, they can be aggressive towards fish. My problem has always been a fish eating the blue lobster. The one that I have now has been in my 55 gal. For about 6 months. It's all about right size of both, fish and lobster.
you cant keep them with cichlids- as soon as they molt they will get eaten, and when they are not molting they are pretty good fin nippers. i keep mine in a tank by itself.