I think most brides pick a something blue that's a light shade of blue but you're not bound to that part of the color spectrum. The proverb isn't specific as to exactly what shade of blue is the one a bride should wear or carry with her down the aisle so pick a hue that feels right to you.
You can accessorize with sapphire blue jewelry or wear navy eye makeup or wear a pair of bold blue shoes a la Carrie Bradshaw in the first Sex & the City movie.