A great way to do it is to make your own map. Throw different size coins on a large white cardboard sheet. Quarters are capitals, pennies are small territories, and so forth. Randomply flipping the coins should also produce areas of higher and lower coin concentration; ie., land and sea zones. Take a marker and make different colors to differ land and sea.

To start the game have players choose territories and capitals. Suggested to me by a friend, this keeps the strategy fresh and makes for a lot of fun. Territories can be creatively named by each conqueror.