Use Windows Media Player 11 to rip your CDs to your library. The Zune software will pick up the changes.
Look at your tags with Mp3Tag ... especially with album art, sometimes there are MULTIPLE album art files in the song file, and the Zune only picks up the first one. Mp3Tag allows you to see when there's more than one, and let's you delete anything that isn't correct.
WMP 11 allows you to get and set the art (including pasting).
Then, to ensure that the Zune software sees the change, the file you need to rename to *.old, is
C:\Documents and Settings\<your user>\Local Settings\Application Data\Microsoft\Zune\ZuneStore.sdf
After you do this, and restart your Zune software, you'll need to re-do the pairing of your Zune device with the software. Once it does that, it'll resync things, and voila, things should work for you. At least that fixed the problems for me.
I still use WMP11 to rip my CDs though. I only use the Zune software to sync, to be honest. And I haven't run into nearly as many tagging issues as I've seen others on here do.