We've frozen blue cheese before without any ill effects when we thawed it. I don't know what the official word on it is, though. The only problem I've had with any frozen cheese is that it tends to be more crumbly when thawed, but with blue cheese and gorgonzola, that's not really a concern.
Yes, they freeze fine. Keep them in hunks or pack them with as little air as possible. When you want to use some, just set in fridge for a couple of hours or 20 minutes at room temperature and slice some off.
Yes, I just saw Michael Chiarello's (sp?) show on food network last week and he was making a salad with blue cheese. He actually recommended keeping it frozen so that 1)it won't spoil on you and 2) it is easier to crumble onto your food.