When I print "\[\e[34m\]sometext" I get some text in blue, but can I specify the shade of blue somewhere?
You're using an ANSI escape sequence, which has very limited color options. I use an .Xdefaults file (explained in this tutorial). These options won't make your shell prompt all colorful, but is used by editors such as vim.
Be aware that .Xdefaults can be picky about UNIX (CR) vs Windows (CRLF) line endings. Use d2u or u2d to switch line endings as necessary.