What can happen is that the first song on the album has the artwork but the rest do not. If you right click on the songs that the artwork is not showing up properly for on your iPod and select info (this is all PC - I don't know the equivalent mac flow...) Go to cover art and see what is there. What I've done for problem albums is select the first song copy the cover art then select all of the songs on the album and change the picture for all of them. One of the things that I think messed my stuff up was trying to download album artwork before I'd gotten the whole album into iTunes. The other thing that can mess things up is if you have tracks on the album with different artists, especially artist + guest artist songs. I had hoped that this would be a time saver but honestly I think things went way faster if I just went one cover at a time.
Do a quick search of this forum looking for "organizing itunes" and you'll find tons of great tips from the masters here...