Where to get big round balloons: party supply stores like Party City.
Yes, I do play cello. :)
For the next video (in the works now) I will definitely incorporate close up shots.
Color string: GREAT IDEA! The spools get a little messy, but that's part of the fun.
I use white school glue.
This shade was up for over a year, w/ no safety issues, and was made with an oval balloon (you can kind of shape them to be rounder).
The train: yes, very loud. BUT I'm in a new city, no loud trains. :)