This is an interesting example because they really tried to have every part of the graphic convey information: color, size, and line type. (via The Big Picture)

If you look at the 2011 update of the report, you can see they have used a similar, but somewhat cleaner design. The labels are all clearer, and the use of a lighter background map and grey text improves the contrast considerably. Finally, I think using the color of the arrows instead of width for the value was a good call – as that’s easier for the eye to distinguish.

Unfortunately, I don’t know of any software that let’s you produce these quickly – you generally have to draw them by hand.