Mapping Center Answer:

If you did not create the data yourself, citing it is absolutely the right thing to do.  That said, the citation text should be unobtrusive, i.e., the sort of thing that nobody notices until they look specifically for it.  Usually this means a small type size and instead of using black text, maybe a 70% gray text. 

For maps in languages where the text is read left to right, usually assume the map is read from the upper left to the lower right of the page or screen.  The lower left is often the last place map readers will look.  That said the geography your map depicts may also dictate opportunities for a less noticeable location for citation information. 

Also, since this topic has come up recently here, it is good to cite not only the organization who published the data, but also the program that funded the data production (if applicable), and when you obtained the data.