To add artwork to an individual clip, simply select the track in iTunes and use Command-i to open the inspector (or File > Get Info), which will show all the details of the track. If you are in a similar situation, you can quickly add artwork to individual tracks or even several tracks with just a few clicks. As a result, a fair number of tracks lack the excellent artwork that graces iTunes.
A significant chunk of my iTunes library is comprised of CD rips and a few independent recordings from musician friends.