You can try RP Electronics for Blue LEDs. RP is near Brentwood Mall in Burnaby and they have a variety of electronic gizmos, audio/video connectors and cables, learning kits, X10 and variety of surplus stuff.
If you are looking for a special LED or you plan to buy tons of LEDs, then I would try
www.digikey.ca
Yes, you can use a computer power supply as a power source for your LED. You don't need the fancy fan control since you can just use an appropriately sized resistor to limit the power. You can buy a cheap transformer from Cal's on Grandview/Rupert if you need something smaller
- Victor.