Wow! That is very striking!
Definitely audition some fabrics for borders. Then take pics and look at them on the computer if you can. You can flip back and forth and one will probably jump right out at you. Personally, I'd probably go with one of the lighter blues for a narrow inner border, then one of the darker blues that didn't have too much pattern for the outer border. I'd audition the binding too once you decide on the borders.
Be sure to show us what you decide to do!