Some of the functionality of the World Plotting Package is now available in CountryData.
WorldBorders
is an option for WorldPlot that can specify a style for the borders, or either of the following: None means do not put borders around polygons, while Automatic means not to put borders if a shading function or explicit shadings are present.
Details and Options
To use WorldBorders, you first need to load the World Plotting Package using Needs["WorldPlot`"].