I like the idea of the blue but when I look at it; I feel I'd prefer it to be just slightly "less" blue.

Unless you love love love the blue and want to commit to a color, I would go with the gray, but a lighter, smoky gray....almost a clear glass tile with a hint of gray. I'm afraid the gray tile in your picture will be too dark and bring the room down. What is your flooring...if it's a lighter tile, try finding something that would blend with that.

Well, like you, I prefer the blue too. Maybe you are looking at the grey thinking it might be too dark? That's what I am thinking.

I feel like putting in a blue backsplash is not on the same level as putting in a blue toilet :-)

I like the idea of the blue but do not love that tile. Have you looked into a blue in a ceramic subway tile? I have seen so many pretty ones!

Yes,there are "blue" people out there! This will be fun to follow.
Looking at your picture, you have blue paint and so your eyes are used to the blue already. My only caution is that blue tile looks very heavy to me, if that makes sense.
IMHO As already suggested I would go with a very light grey either ceramic or glass.

Thanks for the responses. The paint in both the kitchen and dining room is actually gray, not blue. It does look blue in the farther away picture, but the color in the closeup of the tiles is more accurate. And yes--I am definitely worried about the gray being too dark (and the blue being too blue). I'm also worried about too much gray--the walls, the granite, and the floors are a steel colored gray. I would love a clear glass type tile, but every sample I've gotten looks green. If the cabinets weren't white, I'd go with white. But the white samples I've gotten all are just enough off the color of the cabinets and trim that it doesn't look right to me. Maybe I can find a glass tile that is almost clear but with a hint of gray instead of green. If anyone knows of such a thing, please let me know! I also have a couple of mosaics that I love (different shades of white and gray, with some stainless steel in them), but my husband hates them--thinks (possibly correctly) that they will be very dated in a few years.

Thanks again for the suggestions.

Can you post larger pictures? First off, do not worry about something being dated. In ten years from now all our kitchens will be dated. We have had this discussion mutiple times here.
The catch phrase is, "Get what you love!" Also remember that out of the cabinets, counter and backsplash, the backsplash is the easiest and most doable of the three to change for an update.
All that being said, you want to make a good choice. While it is true that everything comes down to taste, sometimes things can look off.
Take yur time with this. It looks like you have a busy granite so I would not advise a busy mosaic backsplash, unless of course that is the look you like. You can do a solid with some accent tiles to tie everything together.
Have you looked at the Finish Kitchen Blog slide show for inspiration?