Apple - Can iTunes find all songs with no Album Art?

You can do this by creating a Smart Playlist:

(I'm using a Mac, but it will be similar for you)

Set the "Album Artwork" rule to "false":

This will update automatically as you add artwork to your albums. And you can simply delete this playlist when you're done.

With the new iTunes 11, the smart playlist has a new filter labelled "Has Artwork". Simply set that to false, and there's your songs without artwork!