I'm just reading the "Pirate Isles" supplement at the moment. Having recently run a 7th Sea/Swashbuckling Adventures campaign, it occurs to me than anyone running a Conan pirate game might find the AEG Swashbuckling Adventures supplement "Islands of Gold" useful. It describes an archipelago set up for pirate-type adventures. You could either place the archipelago out in the Western Ocean somewhere, or use the islands individually; they're suitably varied, and are all set up for adventures, with mysterious ruins, mad sorcerers, weird creatures, ancient cults, etc. It has stats for d20, and the 7th Sea nations could easily be changed to Hyborian ones. This advice is no use to me, because my players visited all the islands in the 7th Sea game, but I thought I'd pass the thought on for others who may find it useful.