Blue Mage has a very limited selection of shields, and no shield skill, but some shields can provide stat bonuses. Note that the Latent on the level 30 shields is active if you have to correct subjob.
Shields are pretty useful. Around level 30, purchase the shield that matches the subjob you use the most. The extra couple defense will help, and depending on the sub, the other stats may be benefictial as well. If you are ambitious, the Tortoise Shield can't be beat until either of the Astral Shields. As a Taru, I'd keep the Tortoise Sheild until either the Astral Aspis or Genbu's Shield. Other races may want to switch to the Astral Shield for the MP boost. Although Blue Mage doesn't get its own Shield Skill, most subjobs will give it a small skill, most prominently when subbing Paladin, which combined with A+ in Shield Skill, and the job trait Shield Mastery will give a higher chance of blocking with a shield, will cancel out any interruptions when blocking with a shield, and will also give you TP for a successful block.