This is quite a hairy issue, but my understanding is that just giving attribution isn't always enough. For example, I can't write a book called "Harry Potter and the Sorcerer's Stone part 2", even if I explicitly say that it's based on the work of J.K. Rowling.
As for trying to get permission from the copyright owners, I don't think this would be very successful. For example, a huge corporation like Sony Online Entertainment (or Blizzard-Activision) isn't likely going to relinquish its rights over an image at the request of a little site like ours.
I think we have a pretty strong case in saying that the image use on this site basically falls under Fair Use, but like DPsycho, I'd feel more comfortable if we were using images that are under a permissive license.