Cool map - I've read a lot of Lovecraft's work and it's nice to see the Lovecraftian places integrated into a real-world map. In terms of font, color, and overall atmosphere, I would suggest that you turn to the late 19th Century and early 20th Century for inspiration. Here's a start:
http://commons.wikimedia.org/wiki/Fi...c_railways.jpg
http://upload.wikimedia.org/wikipedi...ock_%26_Co.jpg

I'm usually favor more information rather than less, and in this case I think that labeling the Miskatonic River and Miskatonic University is crucial. The other things like county names are less important, since they were less prominent in Lovecraft's stories, but it's still not a bad idea to add these labels if they don't make things too crowded.