Blue poppy seeds are the ones most often used in baking. They can be thrown right into many recipes including breads, cakes and muffins, for example. Poppy seed bagels are quite common.
Sprinkle on homemade breads, cookies and cakes. They can be bought in their whole, dried form in many health food  stores. Using them in their whole form is the easiest way to use them as they are tiny (about 1mm each) and difficult to grind. Poppy seed flour, however, can be used directly in pastry recipes.