Test your own senses and take the BBC's sense challenge: http://www.bbc.co.uk/science/
Some sites that have specific illusions:
Spanish Castle Illusion: http://www.johnsadowski.com/
Watercolour Illusion: http://www.scholarpedia.org/
Dragon Illusion: http://www.grand-illusions.
Backmasking of Music: http://jeffmilner.com/
Above is the Hermann Grid Illusion
The following are links that contain various optical illusions:
Many artists use a knowledge of perception to create art, but another famous and very clear example of this is M.C. Escher.