If you set up an iTunes Store account, you can automatically get your album artwork by logging in with your Apple ID, selecting all of the tracks in your iTunes library (CTRL+A), and right-click > selecting "Get Album Artwork" chances are it will fill out at least some of your albums with their artwork.
I currently don't have purchased songs off the iTunes Store and that is why iTunes will not find artwork for many of my albums (it does the job okay to an extend though...).
Edit: there seems to be something cooking
here. Seems like a new tool for id-ing and adding missing artwork. Let's see if it is going to be useful...