NSYGrinner:I look up the album on Amazon then right click and do a 'save as'. I name the file the album cover's title and save it in the folder with the album's music files.I attach it using the 'get info' menu item. I started doing this as I had a problem with my iPod losing the album covers if I just let iTunes find them. I don't know if this is the best way to do it though.
That's the method I use when iTunes fails to automatically apply album art. Some of my CDs are too old, or just not on the iTunes library, for the art to be applied automatically.
However, I am intrigued by the fact that there are links to alternate methods. Worth a look...
...although these seem Mac OS specific, which is a pity for us Windows clones. Maybe I will stick to Google image searches and the above method - works for me.