Wow! That's amazing, I've never heard of a blue bee. That's just really cool. I bet it was confusing when you first saw it. I've heard of/seen solitary bees but didn't think about it. Did a little beekeeping work as a kid.
We've got a couple weird ones on the other side of the pond that I've been around. (wasps, actually)
Cow killer/Red velvet ant it's sting is in the top 10 for most painful. They're beautiful.
Cicada Killers are huge, 5cm/2in long. I had one fall out of a tree with a cicada right next to me. I thought it was birds fighting.