The premier reference work in the field is The Grove Dictionary of Art, which is available in large and well-funded art libraries. There's an online edition on the Internet at www.groveart.com.
The primary index of art-related articles is Art Abstracts (EBSCO), which is available in most larger art and public libraries.
You can search for art-related news with regular search engines or news databases, or you can try Westlaw's Art, Entertainment & Sports database (ARTNEWS).
To find images of art, try Google Images. The Bridgeman Library has an online collection of fine art images.
You can search for the price of artwork on the subscription-based PriceMiner, which gathers data from "eBay, GoAntiques and TIAS."
If you are working on an art-related legal issue, Georgetown Law School posts an Art Law Research Guide. Westlaw's has a database of art, entertainment and sports laws treatises and periodicals (AES-TP).