I was sorely disappointed with the lack of labelled, complete world maps available via Google Search and Google Images.
So I found one without labels, and added everything myself. Just used standard Arial, nothing fancy. There were a couple that were difficult to label, so hopefully everything is clear. So, this is a fully bordered, fully labelled Photoshop file of a world map.
I used free resources to make it, and you may use this for whatever you like. Enjoy!