The most comprehensive catalogue of strong gravitational lenses that I am aware of is the CASTLeS database with about 120 lens systems. Several of them have extended features, arcs, etc., while others are point sources. They provide the redshifts of lens and source where available, as well as time delays between multiple images and the velocity dispersion (a proxy for the mass) of the lens for a few.
You would have to create a comparison dataset without strong lensing yourself, but that should not be difficult: Go to Hubble's Ultra Deep Field web page, download the images with the same filters as used in CASTLeS and cut out likely looking galaxies. The UDF contains mostly very high-redshift galaxies, so the chance of accidentally picking a strong-lens system is very slim.
(Disclaimer: I've only ever used ACS UDF images, not the NICMOS ones; if it's too hard, just skip the IR data.)