"Colorado Blue Spruce, any reason I never see them sold as bonsai?":
They aren't common bonsai material in general. There are many trees that can make good bonsai that aren't used as often as they should be. This can be simple economics, what's "in style" or what's "rumored not to work," or a variety of all these.
For what it's worth, those that have Colorado blue spruce say they aren't very easy to maintain as bonsai. Don't know if it's true or not. I don't have one. I would tend to think with the way the tree grows, I would tend to believe it's not the best species to work with.
Doesn't mean you can't try any of these trees though. You've just managed to choose some of the most difficult species to start with
If you're into native trees as bonsai, Carolina hornbeam (carpinus caroliniana) grows in your area, as does pitch pine (pinus rigida), American beech (fagus Grandfolia), any kind of native elm. The easiest non-native tree to work with as bonsai is probably Chinese elm. It is fast growing and hardy and readily available.
Rule of thumb, if you like starting from seeds, you will have to wait a very long time before you begin making a bonsai. Starting from larger stock can give you vastly more experience working on bonsai than tending seedlings (which is mostly watering or fertilizing). Starting a bonsai from seed is generally a bad idea for those just getting started in bonsai, as you learn very little about bonsai and a heck of alot about growing seeds.
Growing from seed can be an enjoyable passtime in and of itself, but it's the slow boat to bonsai..