Can I like select an album cover to go to all songs on one album at once, or do i need to do it song for song?
No, you actually can select an album and give it all the same artwork. Right-click album, Get Info, click "Yes" and then drag the picture into the little artwork section.
... I learned something today. iTunes kind of sucks a lot sometimes. I recently got a plugin so I could play FLACs so I'm happy. :B
You can do that. It's called Cover Flow. Also there's a "grid" option so you can choose an artist and get all the album's from them.
I'll link you to it, let me just find it. If I remember correctly you're nine years older than me. :'D