I have 3 blue spruce, grafted cultivars. 'Montgomery' is the most mature, beer can diameter trunk. It was a near circular glob of foliage in a 5 gallon nursery pot. It had multiple vertical trunks. I killed off all but one vertical by removing foliage. It was less than 50 % of total foliage I removed. They will be jin once I get around to styling. Then I did radical root work, got it into a 15 x 15 x 4 inch tray. Did nothing more. It is starting its third summer of recovery. Waiting for vigorous growth & back budding to start. It was probably 20 years old when I got it.
Other two are young, need to grow up before cutting back. Will occasionally prune, basically plan is clip and grow for a decade or two. 'The Blues' is one, a pretty and weeping cultivar with longer than normal needles.
I also have one Picea orientalis, from seed, two Black Hills spruce, a grafted 'Bush's Lace' and a Bosnian spruce, P omrica (spelling?). All these are young, and need a decade or more to grow out.
Because needles are coarse, Picea pungens, Blue spruce likely will be best for larger size bonsai, over 24 inches in height or width. Picea orientalis has the finest, small needles, likely the only one I have that could be shohin, though orientalis could work for any size. I think the blue engelman spruce cultivars would be easier to make into bonsai, they have nice proportions.
All the spruces are good, especially if you get a nice fat trunk, with interesting features to start with.