Okay, I managed to figure out what my problems were. The reason the covers weren't showing up in FCE was because my roms were extracted from their .zip archives, so FCE wasn't recognizing them. Once I put all of the zipped roms back on the device, all of the covers showed up properly. And as for the SNESgx problem, I just had my "Load Folder" mislabeled.
Thanks again Psiko for all the work and effort you're putting into this!