The copy of Risk that I grew up with was the one a-la Napoleon Crossing the Alps (the man on the rearing horse,) which correspondingly had game pieces that actually looked like infantry, cavalry, and cannons. Of course the older versions (and they apparently still make it!) just have the blocky wooden pieces.
As someone who really gets involved in the "flavor" of the game, I find it a little easier to strategize in the former version, when it's easier to pretend I'm actually a general making the decisions. Is that just me, or does anyone else feel that way?
I know it's extraordinarily silly, but hopefully it doesn't make me do anyting *too* stupid...