Blue runs are almost always groomed, but it does depend on the resort you go to. If your resort has a website, you can go there and usually they will have an interactive trail map that tells you which runs are groomed.
As for waxing your board, dont be scared of the iron! its just like ironing clothes. Keep that thing moving and you wont burn anything!
The type of snow you ride on will determine how often you need to wax. Usually if i ride on snow from the blowers (man made) ill wax every time i go. If its more freshies or natural groomers then i might only need to wax every 5 times i go.
Here is a really fantastic waxing guide created by Mr. Amazing himself (Snowolf)