Did you know that Canada and Morocco have roughly the same population, but Morocco has 15 times the population density? That Afghanistan, Nepal, and Peru are pretty close behind in populations? And that Argentina, Kazakhstan, Sudan, and Algeria are of roughly similar area—all are not that much smaller than India? Same with Cameroon, Papua New Guinea, Sweden, and Uzbekistan, all of which are slightly smaller than Spain?
Oh, and the greatest population densities? Monaco, Singapore, the Gaza Strip, Vatican City, Malta, the Maldives, Bahrain, and (the monster in the list) Bangladesh. This map (via Darren Barefoot) tells you all sorts of neat things like that.