I mainly use my google images script if I want Album Art only. It finds pretty much everything as it uses google images. The only problem are selftitled albums (band name = album name). There you get mainly artist pictures. But trying different search words ("album", "cover", the release year) helps in most cases.
/t/11166/1
There are also various album art scripts from dano:
/t/2706/1
And I have installed two Album Art script for Amazon (amazon.com & amazon.de). Don't know where I have these from. I guess the come with the Mp3tag installation.
Mp3tags Web Sources can give you only one picture per album. If you are looking for front, back, inlay, disc, artist-picture, you have to use a different tool or store them manually with Mp3tag.
At the "Adjust tag information" dialog, you can select at the "Utils" button down left, if the picture should be stored in the ID tag or/and as a extra file in the folder.
EDIT:
ah, I didn't know that "Album Art Exchange" is a specific web site. There is no script for this at the moment. From a quick look at it I guess it could be done without to much problem.