Right, SHSH blobs from an OTA update won't work for a jailbreak.
Almost
The APTicket component of any SHSH Blobs you save from Apple will not match the APTicket on a device which has been updated OTA, since the OTA process is subtly different. Remember, SHSH Blobs are not strictly about jailbreaking (they are simply a thing which jailbreakers, amongst other folks, are interested in).
SHSH Blobs are about restoring your device to a version of IOS which is not current, regardless of whether you are jailbroken or not (now or in the future).
For example, my wife has an iPad2 which she has not ever used in a jailbroken state. I do however diligently save SHSH Blobs for all our devices. When she recently installed IOS6 and decided she did not like it, I was able to use them to downgrade the device from IOS 6.0 back to 5.1.1, thanks to her saved blobs (all the way back to 4.x) and the fact that I had done the major IOS 6.0 update via iTunes on the PC!
So, it is more correct to say, you will not be able to use saved SHSH Blobs to restore a previous version of IOS on your device if it was updated via the OTA method, since the APTicket components will not match. You also may not be able to use saved SHSH Blobs if you have the factory installed version of IOS still on your device as the provisioning of IOS at the factory is subtly different from a normal IOS installation.
My advice to anyone who may be interested in maintaing or restoring an older version of IOS in the future is that you should use the iTunes restore method on your PC at least once when you install a major version of IOS, but ideally all the time and you should also download and use TinyUmbrella to your PC to save your blobs from Apple. It is not a guarantee of anything, but it gives you a potential lifeline in the future.
If that sort of thing is not important to you at all, then knock yourself out with OTA updates galore! They are, after all, simple and convenient!