A couple of ways that may or may not help you think about the Stress Energy Tensor
The first observation is more abstract
The stress energy tensor of a swarm of pointlike particles is just the sum over each particle of the energy-momentum 4-vector of that particle multipled as a tensor product by the number-flux four-vector of each particle.
See for instance
http://web.mit.edu/edbert/GR/gr2b.pdf
So if you don't have any problem with energy-momentum 4-vectors, and also don't have ay problem with number-flux 4-vectors, then it becomes clear why the stress-energy tensor is a 4-tensor.
BTW , if you don't have a problem with energy-momentum 4-vectors, you can hopefully see that while neither energy nor momentum is covariant by itself, their combiation, as a 4-vector, is.
Another way, which I don't have a reference for, alas uses clifford algebra and/or differential forms. See for instance
http://www.mrao.cam.ac.uk/~clifford/introduction/intro/intro.html for a bit about clifford algebra.
Because I don't have a reference, I don't know how widely agreed upon the idea I am going to explain below is accepted, but I've founded it useful enough that I'll risk presenting it anyway.
To start out with, we ask the question "how do you represent a volume element with SR?". It's clear that it's not just a scalar. If we do a lorentz transform, one persons 1 m^3 cube becomes a squashed box with a lower volume, due to Lorentz contraction.
A "signed" volume element can be represented as the wedge product of three space-like vectors, i.e. x^y^z, also known as a 3-form. If we ignore the issue of the sign (and I'm not sure how to handle this issue any more rigorously), we can say that a 3-form is the "natural" representation of a volume element in relativity.
Every three-form has a hodges dual, which is a 1-form. The hodges dual is usually represented by the * operator. And a 1-form is just the (ordinary, non-hodges) dual of a vector.
So, ignoring issues like chirality (how our representations fare if we allow left handed and right handed vector basis), we can represent volume elements with vectors. I suspect that this issue of chirality may be a hidden "gotcha" with this approach, if one asks how our representations change when we switch from a left-handed to a right-handed representation. But let's assume we always have a right-handed representation, and also, for convenience, that we also always have a time-orientable manifold.
Given that a vector is the "natural" representation of a volume element, the stress energy tensor is the density of energy momentum, as the product of the stress-energy tensor, with a volume element (expressed as a vector) gives the energy-momentum 4-vector contained in that volume.
Note that the "vector" representation of a volume is just the timelike vector that's orthogonal to all the space-like vectors in the volume, multipled by a scale factor to represent the "proper" volume. As far as sign goes, if we have a time-orientable manifold, then we assume this vector points in the "future" direction always.
I hope this helps!