ANSWER:

If you are planning on showing a grid on top of your map, Radar’s suggestions would suit the situation. If you don’t need to show any grid, I would just leave the projection as geographicals WGS84.

Additionally here is the link to Esri’s Help 10.1 on the issue. Crossing map projection zones

user18320 from http://gis.stackexchange.com/questions/61460