First of all, open iTunes and create a Smart Playlist. For that, you can go to File -> New Smart Playlist or press Ctrl + Alt + N. Now, match all the parameters shown in the image below. To be able to enter the second line of instructions, click the little plus button to the right of every line.
Hit okay and you'll get the list of all the music files that don't have artwork. They'll slowly get removed from here as you add in the artwork, as it is a Smart Playlist. This can be very useful when you want to see how many of your music don't have album art in them.
Note that I have also told the playlist to include on music. This is because sometimes I get podcasts that don't have the photo for them. I don't want them to get into this playlist.
