Driving an LED with resistor directly from 3.3v GPIO pin of a microcontroller
No, you are using a perfectly right LED. Modern high-intensity LEDs are very efficient devices, and are pretty bright even with 1-2 mA of current. Apparently you misread the value of resistor, it could be 10 Ohms or even 1 Ohm to get the current you experienced. Or you connected your Ampermeter to the wrong end of the resistor. If you tried your LED from 3.3V supply with 200 Ohm resistor and it doesn't glow, it means that you fried the LED in your previous experiment (since it was already too hot).

With 200 Ohm in series and 3.3V source the working point should settle at about 2.9V per specifications, which means that the current across 200 Ohm (0.4 V drop) is about 2 mA. From specifications:


So you need to re-check your experimental setup, voltages, connections, etc.

The standard way is to connect the LED as you suggested, with any resistor from 50 Ohm to 3-4 kOhm in series, depending on the brightness you feel comfortable with. Keep in mind that your MCU GPIO will have about 50 Ohms of internal impedance (given the 6 mA default configuration). Even when connected to a GPIO directly, nothing dramatic should happen.