Can I increase the setting of my well pump's pressure switch to improve pressure?
You can raise the pressure switch-points by adjusting the pressure switch. It's not uncommon to run at 60/40, and 70/50 is also possible.

The limiting factors are:


Your pressure switch (though as Ed says, most go to 90 or so)
The fixtures in your house. Toilet valves in particular can start to leak at higher pressures, and the next big one would be connections made using compression fittings and smaller tubing like fridges, ice makers and humidifiers. 
Your well pump. It may not be powerful enough to actually reach the cut-off pressure, or it may take an excessively long time.




You can also increase the size of your pressure tank. This will make the pressure drops and surges smoother and last longer as it takes longer for the pressure to drop to the cut-in pressure, but it'll also take longer to fill it up. The pump will run less frequently but for longer. 



There's also a number of variable speed pumps on the market, and those will actually maintain a certain pressure fairly reliably. This is most noticeable while using water continuously such as in the shower or using a hose outside. One of the other benefits is these only need a fairly small pressure tank. 

This obviously requires replacing your pump (and it's more expensive than the equivalent standard pump) so it's probably not a good option unless you needed/wanted to replacing the pump anyway.