If you're storing files in iTunes, it's simple. Go to the album, hit CMD-I (on a Mac), and select the tab for Artwork. Drag a JPG into the box, and it will replace the cover for the entire album.
Changing album covers after the fact
I've ripped my entire cd library using dppoweramp. When using my iPad as my remote, I've noticed that some of the album covers displayed on my iPad are some alternate cover and not the actual one I have. (i don't know if I just screwed up or the software over rode what I selected.). Not a big deal but is there a way to easily change album covers without re-ripping the cd?