You don't say why you want your LED brighter. If it's part of a multiplexed array, it might be too dim because it's only on for a relatively short time, compared to the cycle time of the array. If that's why, look here: http://www.gardasoft.com/uploads/APP930%20Overdriving%20LEDs.pdf
. It'll tell you how to overdrive LEDs when you operate them at low duty cycles. Be warned, though, that LEDs have maximum ratings that are peculiar to the particular device, and you probably have no way of knowing which LED you're using. You'll have to make educated guesses if you use this method. You'll also want to be pretty careful during development - if your program fails to turn an LED off, that LED will fail.
If you just want a continuously lit LED to be brighter, you can run the current up to the maximum for the LED, which is typically 20mA. If that's not enough, you're stuck with buying a high-brightness LED.