I am looking for tall glass cylinder vases for my wedding centrepieces. Any ideas where I could buy in bulk?

I just bought some at Bed, Bath & Beyond, they were less than $20.00 for 4 of them.   Check them out on-line or at the store.

First let me say Congratulations on your upcoming wedding!  You can find those types of vases at a couple different places!
One is Save On Crafts, they have them at $4.39 a piece for 1, or you can buy orders of 12 for $3.59 each!
specifics are:

• If you are using for floating candles you will need a candle with a diameter of 2-1/2" the 3" floating candles fit too tightly.
  
• 
  
• Clear glass vase -perfect for holding fresh flowers and tea lights. Stands 10" tall with a 3¼" diameter (opening).
  
• 
  
• For votives: Fill 2/3 with sand and place a votive in vase
  

The best deal actually is at the Dollar Tree!  They sell them by the case, 12 for $12.00!
specifics are:
Contemporary cylinder design lends itself to a world of possibilities! Beautiful filled with a floral arrangement, equally striking with a floating candle, gemstones, rocks, or rose petals. A great choice for caterers, florists, and gift shops alike. Case includes 12 – 7½" tall, 3¼" diameter glass cylinder vases