Two years passed already … but he is not forgotten!
To categorize your music, iTunes offers a series of genres, which typical have nice cover art. You can also add a custom genre, but then, you are on your own, it will work, but you will miss the nice cover art that comes bundled with the software.
I had this problem, when I wanted to categorize the collection of my classical music. I accidentally discovered that if you write custom genres with the default genre included, it keeps the cover art :). For example, by default iTunes has the genre “Classical”. If you define “Classical/Sacred Works” or “Classical/Opera”, in a simplistic category/subcategory fashion, it works fine. For example,