I second Snesmaster's suggestion. If you can get it all, using a game's font to write text on a map makes it look that much better, though depending on the graphics of the map itself, you might have to alter the font a bit to have it stand out better (like adding an outline or changing the colors a bit).
As for the transparent background, I'd say it's up to you though I personally don't like having them on my maps. I prefer to fill the background with a color that offers a good amount of contrast, which usually ends up being a dark shade of grey, blue, purple or whatever else looks good. I know I'm vague, but I really suck when it comes to color arrangements.