Ingredients or techniques to a more solid lasagna
I have the same preference. Three things that work for me:

(1) If you are using any vegetables, saute them to get as much liquid out as possible in advance. For spinach or other greens, actually squeeze the water out using a tea towel or potato ricer.

(2) Use less sauce or make the sauce thicker. You can accomplish the latter by starting with thicker ingredients (tomato puree vs. chopped tomatoes), or by reducing it on the stovetop somewhat first.

(3) For ricotta fillings, indeed add a couple of eggs to help them setup. 

Here is my spinach and ricotta lasagna recipe, which as you can see from the picture, sets up very firm and sliceable. And I've also got a summer squash and portabello mushroom lasagna which illustrates points 1 and 2.