If you're looking for a graphical tool that will automatically go through all your album folders and add cover art, I can recommend Gotcha Covered Pro, despite a few small (non-critical) bugs.
I'm in the middle of running the batch process now: it finds all your album folders without cover art, then searches WalMart and Buy.com (both of which have 500x500 pixel art) as well as Amazon.com and Amazon.co.uk (approx 300x300) - and other sites if you like, but they're slower and have lower quality images. If it finds a direct match it adds the image file directly to the folder, otherwise it loads all images by that artist for you to review (and it's easy to double-check the automatic additions as well). Registering costs $8 via PayPal.
Album Cover Art Downloader also looks handy, being open source, free and cross-platform, but I had trouble getting it to run (on Windows 98).