It could be that you have inadvertently imported these CDs into iTunes as part of a compilation. If so, the artists won't show in the artists menu on the iPod.
To check, highlight the tracks on one of the offending artists CDs in iTunes, right click and select "get info". This brings up a multiple song info window, and from there you can check if you have 'yes' in the box marked "part of a compilation".
If you have, select 'no' instead and click 'ok'. Do this with any CD that has this issue. This will alter the info in iTunes, and you should then connect your iPod and synchronize the changes.