I think I have somewhat figured out why I'm getting mixed results with kingbee's method. If the book came from Amazon, and I brought it in to Calibre only to "clean" it, and didn't convert it at all, then this method works - has covers, doesn't have "Personal" (and it is working for me for azw3). But if I converted it, either because it didn't have a good cover, or because it was ePub, then it doesn't work: if I converted it with "Enable sharing of book contents via facebook etc..." checked off, it says "personal". If I converted it without that checked off, covers don't show.
Also, I can confirm that this behavior is different from simply side-loading. An azw3 direct from Amazon (cleaned) sideloaded doesn't show cover; using the personal server does show the cover.