When pairing grey with blue, make sure that blue parts of your interior are not too bright or not too saturated. Unlike red, for example, blue doesn’t really work that well with contrasting designs if it’s too bright. The reason is that bright red can give you a sort of a cheerful vibe that blue just will not, because it’s both harder on your eyes (it reflects light way too well) and it’s a cold color at the same time. Go with a bit desaturated hue, and maybe a bit darker tone.
Blue ceiling is such a cliche, don’t do it. Blues, especially darker ones, will work their magic somewhere where you don’t necessarily expect them, bringing your room to life so to speak.
Now, don’t use too much or too dark shades of grey as well as they may be too depressing. Before you decide on a shade of grey, just think again maybe it’s a bit too dark especially if you’re using a bit more intense blue color.
Now to the tip above there is an exception. Both blue, grey and white to a lesser extent are just amazing when done asymmetrically. Which in turn leaves you with enough room for playing with your colors.