Hobbitluvr,
I have the newest version of itunes, and if you do, I think I'll be able to help you. When you have your itunes open, go to the "view" tab at the top left hand corner and select "as cover flow" This should give you a screen where the coverflow is the top part of your screen, and there is your library at the bottom. It may seem like you have your album covers in, but they aren't. if you double click a song in your library, and the album cover shows up in the coverflow AND the bottom left hand corner, that mean that when you sync your ipod the cover will show up. BUT if the album cover only shows up on the coverflow but now on the bottom left hand corner, well that's where your problem is. Most of my songs are from cd's, so i just google the album cover in google images, then drag the missing cover into the bottom left hand corner. This should solve your problems.