Peer-reviewed journal articles have gone through a special review process (peer review, naturally). This means scholars of a discipline have read an article carefully and determined that it makes a worthwhile contribution and was researched correctly. This is why instructors prefer you to use peer-reviewed articles -- it guarantees that your sources are good ones.
Art Bulletin -- Published by the College Art Association, this journal has research articles on topics from all periods of art
Art Journal -- provides a forum for scholarship and visual exploration in the visual arts
ArtForum -- Covers the contemporary art world with sections on architecture, music advertising and reviews of contemporary exhibitions worldwide
Browse a list of all art-related journals