Just found out that some cover art (jpgs) that are embedded in a mp3s via id3 tags (v2.3) are not diplayed by the fuze, while others are (same paramters, same source: amazon). It seems that the difference is the size of the jpgs: an mp3 with jpeg 600x594 / 99 kb works, while an jpg with 600x600 / 236 kB is not displayed. After removing the jpg, scaling it to 200x200 and reinserting it into the mp3, it is also displayed correctly.
I guess the major gripe is having to change something to accommodate the player. In my philosophy, it is the MP3 player that should make do with the files, not the user having to tweak already-standardized files. Of course, cover art’s a bit dubious an aesthetic addition, but you catch my drift.