I could live with calling them the Blues, although in a way that's pretty generic. Not to mention that it's really sky blue as opposed to an actual deeper blue. I'd also hate to have away supporters singing things like "it's not really blue" at us. Also, it's got a lot of Chelsea associations.
My first vote is to call us City. Melbourne City, Manchester City, New York City. Just seems right, and to fit right in. Also, we're *the* city, not just any city. Everyone knows that Orlando City is not *the* city, they're just *a* city.
Like I said though, I'd be fine with the blues, too.