How Can I Get Artwork From My Itunes To My Iphone

I got my iPhone the other day and added all my songs to it. I then decided with such a big screen that I needed the artwork. I then used the iTunes feature that tracked down a lot of it. I now want those albums to have on my iPhone but it's not syncing up. Is there a way to get my artwork to go to the iphone from iTunes or do I have to go album by album.