Most books in the fantasy genre have maps at the front. Lord of the Rings is the obvious example. Many people have seen a map of Middle Earth at some point or another. If there isn't a map in a fantasy book, it can actually upset the reader greatly.
The thing about fantasy books is that they are generally set in a world of the writer's imagination. Most of the time those worlds are epic playgrounds spread throughout kingdom, mountain ranges, forests, continents and exotic cities. The writer can see these places in his/her imagination, but the reader can get a little lost with "They went to the forest, then climbed a mountain west of there, then went to the caves to the north, and then along the windy river to the city in the south."
So it really helps the reader if a map is provided. That way the reader can visualize what's going on as they read. In well developed worlds, there are usually a number of maps. Some of them will center in on countries or even detailed city maps.
How the writer goes about making the maps can vary. I write fantasy novels, but I'm terrible at drawing. I'd love to eventually pay someone for professional looking maps, but right now my children need food. I've tried telling them to stop eating, but my wife says that's a very bad thing. *sigh* So I have to draw the maps myself.
Here is the "world map" that I've drawn. It's not actually the entire world, rather just the northern continent. However, there's enough space here to fit numerous series of books.
Now the first thing you might notice is that the writing is amazing! Yeah, that's not my handwriting. After I was done drawing everything by hand, I scanned it into the computer and used the free image editing software called GIMP http://www.gimp.org/ to erase my terrible handwriting and add in the words with a much nicer font.
It was difficult trying to figure out the different symbols. My first couple of versions didn't look anything like this. You couldn't tell where a country started and where a river ended. I looked at numerous other maps to see how they had done it and then improvised with a hodge-podge of different styles. The important thing is that it's fairly easy to tell what's what.
You may notice that there are very few cities named. I honestly don't know what cities are where in most cases. I haven't made them up. The first part I made up was the Kingdom of Paruth. It was a setting for the original book I was going to write with a character named Calren. After writing the first chapter of that story, I had him meet Pelya, a female soldier of the Blue Wyverns mercenaries. Then I wrote her biography and had her start out in the city of Dralin. I placed the Blue Wyverns in the Kingdom of Deller. That's when I drew the map of those kingdoms. It looked quite a bit different at the time. I actually wrote about 4 chapters of Pelya's story only to realize that it was more like 4 books worth, so I stopped writing for a few years and did other things.
When I came back to writing, I couldn't find what I had already written, which infuriated me to no end. I've since found it, but I think that perhaps it was a good thing that allowed me to start with a fresh slate. I decided to start with an image I had in my head. It was of a man standing in a mountain valley headed home. That book, I finished. It's called Rojuun. I've since turned it into a trilogy called the Willden Trilogy.
The problem was that I hadn't conceived of that part of the map, so I had to draw it. Then I came up with the kingdoms of Mayncal and Brindlyn as well as the Iynath Empire. Well, I hadn't conceived of those either. So they were placed to the east of the original maps. The Iynath Empire is mostly desert. I was raised in the Mojave Desert and found myself amazed at how everything west of the Sierra Nevadas was lush and green while everything to the east was dry and largely barren. That's probably where I got the inspiration for that sort of climate set up.
The Willden Trilogy wasn't named right away. I honestly didn't know what to name it by the time I was done with the second book. For lack of anything better, I decided to name it for the Willden Forest. All three of the books spend at least some of the story in that forest, so it made sense. I used GIMP to chop out that part of the map and placed it in the books so that the reader could see better where the companions were traveling.
My next trilogy will be the story of Pelya and will be set in the city of Dralin. Since the Willden Trilogy sounded really good, I decided that I would go with a running theme and title all of my trilogies based on their location. So the next trilogy will be the Dralin Trilogy. I haven't made a map of that city yet. I plan on writing the first book and making up the locations as I go. When I publish the book, I hope to have a map of the city in it then. :)