[Edited to include what I have learned from the answers.]
I am using Latex in TeX Live on my Mac, through TeXLive. I compile .pdf files using Pdflatex. I use the default fonts. [These fonts are called Computer Modern.]
I like the appearance of these fonts, but I would like the fonts in the .pdf files generated by Latex to be heavier (or darker) than they are now.
NOTE: I am talking about both plain text and math.
It appears that this issue is independent of the compiler, and it's not possible to "fine-tune" the .pdf output without changing the font package used.
The solution is therefore to change the font package used. For someone using mathematical formulas, like me, there are fonts "with math support". A list may be found here.
In the above list of font packages, there are quite a few that are heavier than Computer Modern. For example, Times or "Utopia Regular with Fourier". Clicking on them on the page linked to above, one finds two lines of code that need to be inserted in the Latex document in order to call a particular font package.
[See also this question from which one can extract pretty much the same information, and possibly more.]