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walls like wall of fire and blade barrier (below) say...
Range medium (100 ft. + 10 ft./level)
Effect wall of whirling blades up to 20 ft. long/level, or a ringed wall of whirling blades with a radius of up to 5 ft. per two levels; either form is 20 ft. high
Duration 1 min./level (D)
Saving Throw Reflex half or Reflex negates; see text; Spell Resistance yes
An immobile, vertical curtain of whirling blades shaped of pure force springs into existence. Any creature passing through the wall takes 1d6 points of damage per caster level (maximum 15d6), with a Reflex save
This means that the wall itself doesnt take up any space, right? It's a flat line, not taking up five foot squares, correct?
Generally, yes, wall spells will be thin enough that they don't take up full squares on a grid. Most of the time my group handles it by putting it along the edges in between squares. It is up to your DM to decide exactly how thick the walls are if it isn't stated in the spell as well as how they are placed.