The right variety could make a difference; so can limiting the effects of planting it in too much sun. You can get nice deep blues from many; check these: Blue Heaven, Blue prince, Enziandom, Nikko Blue, Mathilda Gutges, Enziandom, Hamburg, Gen. Vicomtesse de Vibraye and Marechal Foch and Nightingale. These are some, of many, nice blue mopheads/lacecaps.

Puget Sound area gardens tend to have sufficiently acidic soil for blue hydrangeas to be really blue. As Luis indicates, variety will have some bearing as will siting. To intensify the blue color you need to make sure there is aluminum available in sufficient concentrations. You can use aluminum sulfate (aka hydrangeas "bluing") or add sulfur or other acidifying materials (peat moss, cottonseed meal) to make the existing aluminum more available.

The impact is not immediate. The usual recommendation is to add sulfur the previous fall or aluminum sulfate at least 6 months before bloom season.

I've heard to plant rusty nails around them to turn them blue. I googled it and there seems to be some debate on this but check it out.

Nails won't work. File it as garden myth.

Color may need up to 4 years to stabilize after the bush is planted. Choose a normally deep blue (see above list), plant it and wait.

Many thanks to all who wrote and helped me with getting my hydrangeas a really deep blue. There is a neighbor about 2 blocks away that has a bush that provides a really deep purple mop head - and one of these days maybe I will stop and ask the plants history. I will also stop at a garden store and try and buy some aluminum sulfate. I spent the day taking cuttings from my lace caps and mop heads to start some new plants. Thanks again to all.