What about a map that was an enlarged version of Europe only (and possibly North Africa/Middle East)? It would allow for a far greater number of European provinces, more warfare, no boring colonization, and the like. Imagine the Napoleonic scenario there...
Obviously it brings about the problem of simulating the colonizing nations and giving them the home advantages they got from their colonies (Spanish gold etc.) but like I mentioned the possibility of Napoleonic or other Europe-only wars is a pretty good one.