Where do I find thousands of blue & yellow bricks for an art project?
Try BrickLink.com, the Online LEGO Marketplace. It works like eBay, with buyers and sellers from all over the world. You can buy the exact pieces you need, in the quantity and condition you need.

Since you want a large bulk of parts, I would suggest that you post your request on the BrickLink Forum first, as there may be sellers who have a very large quantity of what you want, but haven't listed in their stores (sellers like to focus on listing their more expensive stock first). 

Most BrickLink sellers are good people and they would be happy to help out with a project like yours and offer very reasonable prices. It is also beneficial for them, as they can get rid of a large quantity of their stock at one time (especially if you are happy with used elements). So it's a win-win for everyone involved.