One of the biggest databases for album data and covers is Amazon so it makes sense for iTunes to use Amazon to add richness to your collection.
The problem is that by default iTunes doesn't use Amazon at all, so you need something like Amazon Album Art Widget to help it along. Amazon Album Art Widget searches for album art from Amazon's comprehensive catalog, then imports it into iTunes with the click of a button. It would obviously be nicer if it plugged directly into iTunes but importing the covers only adds an extra step to the process.
The hit rate is pretty good unless you're searching for something particularly obscure. However, Amazon Album Art Widget can be a bit fussy when it comes to importing the covers. You have to make sure that you have only a track selected of the artist you're searching for and not the album or playlist for that artist as it simply won't work. Clicking on the album cover in the widget takes you directly to the Amazon page it was taken from if you need more info on the artist or cover.
Removing covers that you've imported accidentally is the biggest pain. You probably won't be able to work out how to do it yourself so the developers explain that you have to select the track in iTunes, then command-click and choose "Get Info" in iTunes and go to the Artwork tab and manually delete it.
Amazon Album Art Widget is a decent option for all those who want their iTunes albums cataloged with album covers but it does have more than a few quirks and frustrations.