In usage? Hmmm well yes, they are both used as expressions of surprise, anger, shock etc, but I couldn't therefore say they're interchangeable.
I think "crikey" is more associated with shock (thanks to Steve Irwin) or perhaps exasperation (Hugh Jackman uses it this way in the film Australia). But if you see it as the softened version of "Christ!" then you might get an idea how and when you could use it.
"Blimey" comes from the old British "God blind me!". We probably see it as an older expression and don't use it so much. Still, I'd probably use it in place of "well how about that!" or "I don't believe it!".
There are no fixed rules for using them... more a matter of taste. :)