Hi,
I too, am using a Mac and saw similar problems.
With regards to the order in which the files play, then this behaviour is different, depending on the view you use to choose the music.
Once you've created a database, when you click on the magnifying glass to choose an album/track you have a choice of using the file viewer or the tag viewer.
If you choose the track to play from the tag view, then they will always play back in alphabetical order. I've not found a way to change this, and have actually logged a bug with Pioneer over this behaviour. It effectively makes Tag view totally useless.
If you choose to play tracks from the file view, then the tracks and albums are sorted based on the order they physically appear on the media. On Windows, it appears that Explorer writes the files to the media in some sort of sensible order.
e.g. If you have
01 - Track1.mp3
02 - Track2.mp3
etc.
then they are written in that order, and hence, display in that order on the unit. (I've noticed this is not always the case, though).
When you write with the Mac, then the order seems to be almost arbitrary, and you end up with mixed up orders for most albums.
The only way I've found to fix this is with a Windows program called 'DriveSort', which re-orgranises the order. If you do a search on the forum, you'll see it mentioned in several other posts.
With regards to album art, then I have also had this problem. There are several things to check for:
1) Your music only contains ID3v2.3 format tags (v2.4 is not supported well by most standalone hardware players).
It's also possible that your music contains both ID3v1 and ID3v2.3 tags. This is also problematic for the Pioneer.
2) If you have the spectrum analyser (bouncy sound bars) thing enabled in the home screen on the Pioneer, then album art never displays. Period.
If you change to a different background under Themes, then album art can be displayed (if present).
3) It's important that your embedded images are JPG format. I thought that you also needed to ensure they were 500x500 or less in size, but that does not appear to be the case.
I've ended up using a program called 'Bliss' to correct and manage my MP3 library. This is one of the few cross platform music managers that actually works.
If you can run Windows, then MP3Tag is also fantastic (and free).
Hope this helps,
Andy.