You can put colors into your bash prompt using ANSI escape sequences. How to do it is described pretty clearly in the Bash-Prompt-HOWTO which is available at www.tldp.org
or, depending on your distribution, in /usr/packages/doc/.
Basically, the sequence for your bash prompt in blue looks like this:
PS1="\[\033[1;34m\]\[\h \u \w \]#>\[\033[0m\] "
I think I got that right. Try it and see how it works for you. You can just start up an xterm and paste that in at the command line. The prompt should change immediately. It will go away when you exit the xterm.