I only use embedded artwork and images that I embed myself. I thoroughly vet every audio file I download for structural and tag errors and remove any embedded artwork it came with. The few minutes per file this process takes has been time well spent for me. Any file I can't fix, I delete and look for another source of the music.
It took awhile to gather and learn the software tools in my 'toolbox'. That was also time well spent since I now rarely come across an audio file I can't fix relatively quickly.
I used to use other apps for the embedding, but I've been using thinktink's plug-in for Winamp (to add or remove embedded art seen by Winamp's input plug-ins) for a few years now without any issues.
I keep all new files (I create or download) separate from my permanent collection until I've checked them out. Now that I'm retired, I devote a few hours each week to this process. This allows me to enjoy my permanent collection without unexpected file related issues popping up.
It would be nice if Winamp could handle everything (or fix things) on its own, but I don't think I'll live long enough to see that happen.