iTunes 12.2 and iOS 8.4 add artwork to your playlists, which you can see in Playlists view in iTunes or in the iOS Music app. By default, this is either the album artwork (if the playlist has music from a single album) or a montage of all the artwork in the playlist (up to four albums). But you can change this artwork if you wish.
In iTunes, just click the artwork in the playlist header:
A popover displays, showing Defaults (the little icons you can use in Messages), Recents (recently used photos), Camera (you can take your own photo, if you so desire), and Other (you can select any file).
You can also just drag artwork on the existing artwork to change it.
On iOS, it’s a bit different. Select a playlist, and tap Edit. You’ll see that the artwork displays a camera button; tap that button, and you’ll see a menu offering to Take Photo or Choose Photo.
If you want to change artwork of a playlist, you could find artwork on the web, save it to your Photos app, and then choose it in the above manner.