It seems to me that many poisons would be rather slow acting in a fight, ie when compared to stabbing someone through the jugular, especially as it would appear that the amount administered by a poisoned blade might be rather on the small side. As such the utility of poisoned blades might be debatable, as odds are you would have to defeat your opponent "normally" to ensure that he didn't cut you down before the poison did what it was supposed to, and if you can do that, then making sure your opponent is dead good and proper (without poison) might not be too hard.
Though for an assassin, who might focus more on the death of his opponent than on his own life, a bit of poison could improve is odds of success a bit. And there's always the possibility of people ding things not for the effect they would get, but for the effect they hoped to get.
On the other hand, we humans often seem to fear the silent killers the most. Poison, disease, and nowadays radiation can have a very powerful psychological impact. Perhaps it's a feeling of helplessness when confronted with such? A bear is something you can at least try to run away from, or fight off, but when it' something you can't see, things get harder. This in turn makes these phenomena very fitting for stories, legends, myths, rumours and superstition, allowing things like poisoned daggers to have their place in culture, even if they might not have seen any real use.
As for which poisons to use, my guess is that fat-soluble ones would be the easiest to work with. Dissolved in oil or fat they would be relatively easy to apply to a blade, and would stay reasonably ready. A water-soluble one on the other hand might dry up on the blade, and to poison an opponent the blade would then need to stay in him while the poison dissolved again.
Now, as most of these thoughts are based on the assumption that poisoned blades were relatively rare, I'm pretty much just waiting for someone to provide a long list of such being used in medieval and renaissance Europe...
