We study N=2 Yang-Mills theory on S^4 in the large-N limit. We find that on a
large sphere Wilson loops obey a perimeter law and that the free energy grows
quadratically with the radius of the sphere. We also comment on the large-N
limit of the N=2* theory, and on the free energy in N=2 and N=4 superconformal
theories.Comment: 26 pages. V3 New section on instanton contributions. V4 references
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