Sounds like your skipping the mastering step. I'm not a huge expert on mastering myself, cause since I mostly release MP3s the quality is gonna take a hit anyhow, and my real love is doing live PAs. But anyhow, I have learned a few things about mastering, mostly through my experiences playing out and needing to improve sound quality so that I don't sound all muddy and/or tinny compared to DJs spinning professionally mastered, rich, warm vinyl.
A couple things would help you go the distance: a nice multi-band eq, and a compressor. Now since your in software, you can just go searching for plugins. EQing should be easy to get your hands on, in fact it comes built into most wav editors. The thing to keep in mind with EQ is that you don't want to use too much of it. In fact, you're generally better off turning down multiple bands rather than boosting others. Also remember that unless you have good studio monitors, you're not getting a very clear impression of what your tune sounds like. If you put it on a tape or cd, and play it in car stereos, home stereos, whatever, you'll find that the extra bass you cranked up so it sounded good on your computer speakers turns the song into mush on your car subs.
And then we have compressors... Traditionally, software compressors sucked HARD. More so even than software reverbs. The way the best tube compressors out there shape sound transparently while adding a certain je-ne-sais quoi (ppl call it warmth, punch, sizzle) just couldn't be emulated. There are a few out now that can do the business for you though--
Waves C1, or the TC Electronics compressor. My impression is that Waves is used by most pros, but unfortunately I can't get my hands on it... A bundle with 8 of their plugins goes for $3000 canadian. OUCH! Personally, I use a little hardware unit (Alesis Nancompressor), and occasionally dabble with the TC one if I've got an inspired mix in Sound Forge, but the sound quality bites. Other software you could look at is T-Rax which I've heard is all you'll ever need for mastering.
Anyways, back to compression-- what a compressor basically does is lowers the dynamic range of a song. In other words, it makes the quieter parts louder, and the louder parts quieter. With digital audio, the overrall volume of your file is scaled down relatively from a maximum of 0 dB. In other words, if you have this one crazy build that gets like 3dBs louder than the normal pumping beat that leads up to it, the main section is gonna come out at -3dBs once it's been recorded to wav, which basically takes the power out of it. Another trick you could use would be to run a limiter to take down out the sharp peaks, and then normalise the file to bring it back up again. With our 3dB example, if you limited to say -2.5dBs, the build gets knocked down to -2.5dB then the normalise kicks it back up to 0 (nevermind the 0, think maximum volume) and your main section is now kicking along nicely at -.5
Anyways, play around with different plugins and really really experiment. It takes a long time to come to grips with all the gizmos, and I know that for me it took me a while to really accept the fact that I should turn the bass down. Hehe, if you listen to some of my mp3s you'll see that I still overdo it sometimes. Anyways, if you're just making tracks for your own and your friends consumption you may not even need to worry about mastering, but as you progress and start thinking abuot playing on a massive sound system, or releasing a demo, you gotta invest some serious time, and probably a little cash to do your creative ideas justice. Good luck!
-mj-