Natural Earth is a great resource and you have probably already used it. One of the many nice things about Natural Earth is that it gets you started very quickly:
They offer a quick start kit that provides a sample of Natural Earth data as well as a QGIS project file. The project is really well done with appropriate scale-dependent styles and labels for all layers. A screenshot can capture only part of it:
One potential point for improvement is labeling. The project uses old labeling and therefore suffers from label collisions. Changing to new labeling engine results in a clearer picture. (I’ve also added label buffers since both city symbols and labels are black and therefore can get difficult to distinguish.)
Another nice trick is to suppress labels for small features. The minimum size of features to be labeled can be set on the “advanced” tab of the new labeling dialog. In this case, I went with 10 mm to avoid labeling small marine polygons.
I haven’t worked through all layers yet, but I am planning to share the updated project file back to the Natural Earth team.