The only problem I ever have is when you buy a song from a soundtrack or compilation album, and it shows up under Various Artists So annoying.
I know it's a quick fix in your iTunes library, but I keep forgetting to fix Young and Beautiful, so I get all pissed off when I can't find it under Lana
1. Open iTunes and left click the album you're trying to fix
2. Click on "Get Info" and it'll ask you if you want to edit the information for multiple items
3. Open the "Sorting" tab, and edit "Sort Artist" & "Sort Album Artist"