In regards to Furries in relation to art, it's clearly very normal. Anthropomorphizing animals seems to go as far back in human history as the ability to identify oneself as human. It's ancient and ubiquitous in pretty much every culture I know -- sometimes as part of religion, entertainment, whatever. The fact that there is a subculture who identify themselves by their appreciation for the art and literature surrounding anthropomorphized animals isn't so odd. We're inundated with such images from the moment we're born, what with 50% of children's entertainment populated by animals in people's clothing.
The fact that for some people this appreciation has grown to fascination and the fascination to fetishism isn't really surprising either; we grow up with characters we idolize and identify with who are anthropomorphized animals (Disney, Loony Toons, Dangermouse is a personal fave). For many people the things that are most comforting and pleasurable in childhood continue to be so in adulthood, and may develop sexual connections. I haven't studied the subject, but I doubt that most furries are into bestiality at all. They're into something very specific, and it's not sheep and dogs, it's fantastical characters that have some animal qualities.
As for my gut reaction to furries and sex, though -- honestly, and hoping not to offend, I think they're indulging in one of the most humorous sexual fetishes in existence. I don't want to be the type to mock other people their quirks and more unusual proclivities, but the idea of furries -- informed by people in what amount to high school mascot costumes miming the deed, and bewiskered and tailed pin-up girls -- are just, well, funny. Really, really
funny. But then, I find most fetishes funny (with the obvious exception of the disturbed). Hell, I find my own
fetishes funny. People are strange, especially when it comes to sex, and I think furries add a delightfully imaginative strangeness to the annals of bizarre human sexual behavior.
Also, while I don't share the Furry fetish (well, Disney's Robin Hood was sexy, but he was sexy despite
being an anthropomorphized cartoon fox, not because
of it), I bet I could draw some Furry characters that are way hotter than the random stuff I've come across. Maybe I could take commissions and sell pictures.