If you’ve got a European iPod or iPod Mini, it’s crippled: thanks to various European countries’ attitudes to music players and their potential for hearing damage (apparently it’s a big issue in France), the volume output on EU iPods is much lower than it is on US models. The simplest way to address this is to get in-ear headphones, like these:

However, you’ll still encounter problems if you’re trying to listen to Mazzy Star on a main road, or if you want more volume when your iPod’s hooked up to your stereo or an iTrip*.

The easiest solution (on the Mac, at least) seems to be iPod Volume Booster.

This nifty bit of freeware enables you to boost the volume of the songs on your iPod and works flawlessly, although if you’ve got iTunes set to automatically sync songs with your iPod you’ll need to disable that feature or run iPod Volume Booster after every sync. It’s not perfect – if you add new songs and forget to boost them, you’ll end up with a mismatch of volume levels – but it’s a big improvement.

[Thanks to David for the tip]

* Not in the UK, of course, because the iTrip’s illegal under the Wireless Telegraphy Act.