Use Your Illusion is the name of a painting by Mark Kostabi. Kostabi's painting is a stylized version of a large painting from the renaissance by Raphael. The name of this painting is "School of Athens".
Some people may have seen Kostabi's art on the cover of the Guns N' Roses albums Use Your Illusion I and Use Your Illusion II. Apparently Axl Rose was visiting an art gallery and saw the Use Your Illusion painting and liked it. The next day representatives from the Guns N' Roses camp had been in contact with Mark Kostabi asking if the painting could be used on the cover of the upcoming Illusions records. According to Kostabi:
"He said that he had been writing about illusions, so it made sense."
Spin Magazine and various Guns N' Roses FAQs.