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John, you have two options. First you can turn on the underlying map's by going to the map sheet then Maps\Show Map Options (if it's not already showing) and then turn on 'Streets and Highways'. This will give you this:
If that works for you that's all you have to do. The second thing you can do is put the Address field on the label shelf, but you've probably already discovered this creates some problems:
You got some addresses with dozens of addresses at the same location, apartment buildings I guess. The easiest way to fix this is go back to your data, create an extra column that just includes the street name.