In my opinion you have the perfect color car to change the calipers any color you want and it will still look good. Blue would be cool and I personally don't see many with that color. Other colors that I think would look good are Red, Yellow, Orange, Cooper or Silver. I've seen 1 car in person that the guy painted his calipers a metallic cooper color and I thought it looked very cool and was unique.
I did red on mine and while probably the most popular color to do, I used a little darker of a red than most and it matches the red dot on the blacked out 5.0 badges I put on. I also used black Brembo stickers instead of the white I most often see.
That's my Dad's 14 GT, yes we're a mustang family, he also has a 95 Mustang Cobra.