The mold isn't bad at all. Remember, penicillin is made from mold too, and there's certainly nothing wrong with that. Like all cheeses, bleu cheese has relatively high fat and sodium content, but in moderation, this is fine as well. Fat is needed for survival, and what is cheese without a little salt? Plus, bleu cheese is completely natural and unprocessed, so while much of the fat is saturated, none of it is that industrial trans fat (yuck!). And it's absolutely delicious. Who could ask for more?
On a side note, if the person eating the cheese is allergic to mold (like my father), then it's not such a good idea. He eats it anyway though, stuffy nose and sniffles aside. It's so worth it.