If you like naturally purple Phal species, try Phal violacea or Phal leuddemaniana. If you're looking for a purple Phal hybrid, try the "Harlequin" type Phals.
I'm also aware of the Phals that are dyed blue. To date, the only orchids that are considered to truly be blue are certain species in the genera Disa and Thelymitra, with some of the species belonging in the genus Thelymitra being the easier ones to grow. Plants in both genera are generally not considered beginner's plants though.