iPod Classic - Disc 1 and 2 of a double album are not consecutive in the cover flow
Whenever I import a two disc set into iTunes, I edit the metadata so that the album names match across the two discs, rather than having disc numbers as part of each album name. It is still easy to see which disc is which because the metadata includes disc numbers (separate from the track numbers) which are independent of the album name.

As I recall an iPod sorts first by disc number and then by track number (or maybe iTunes does that and the iPod inherits the result), so the tracks play in what seems like the correct order.