To get the wireframe look on a sphere it’s really very simple, add a sphere as normal, then go into edit mode then select everything using the A key. Then hit X and select only faces, you should then be left with the wireframe of the sphere, if you come out of edit mode and press Alt+C and select the “curve from mesh” button this will now convert all the vertices in the mesh to points on curves, to make it slightlt 3d go to the object data panel(should look like a little curve now with two white ends) and go down to the bevel uptions under “geometry” and increase the depth a tiny amount, if its a little blocky looking you can increase the resolution. Then finally just below the “2d/3d” buttons select the drop down menu by “fill” and select full. You should now have the wireframe mesh look like in the image, the higher you set the bevel depth the thicker the lines, simple
As for adding the continents thats slightly complex, you just need to find the right sort of picture (alpha mask) and do a little playing with the materials, if you’d like me to show you how just reply to this and let me know and I’ll knock up a quick video showing the entire process for my youtube channel.