I think Blu has gotten a bit of a bad rep for their prices. I believe you get what you pay for and I am willing to pay a bit more to dine here.
The ambiance is wonderful.. calm, clean, chill and welcoming. The staff is great.. friendly and knowledgeable is all I ask of servers and they definitely succeed at that. They don't have a large drink menu or wine list but every drink I have ordered I have absolutely loved, the latest drink I had was called a blu martini (I think that's the name; I may have had a few more then just one so the name may be wrong). As for the sushi its delicious, the arizona roll is spicy, fresh and scrumptious. My friends swear by the las vegas roll and my boyfriend loves the tears of ninja appetizer. Of course all the rolls you can find at any sushi joint (california roll, shrimp tempura roll, spicy tuna roll, etc.) are great.
If you ever find yourself on the way west side its absolutely worth a trip in. I actually like it better than any of the sushi's restaurant's in the east/central phoenix area.