How can I set the geometric resolution of a primitive? I'm having trouble creating a high resolution sphere in Blender.

I can create a sphere with Add -> Mesh -> UV Sphere.  This sphere will be viewed very close to the camera, and it's obvious (in Unity) that the object is not round.

There doesn't seem to be any way to set or increase the number of vertices / segments in the sphere either during creation or afterward.  Is there a menu I'm supposed to be seeing that's not in my view?



^ This is all I'm seeing in Blender.  No obvious way to set the sphere's resolution.



^ Sphere looks pointy in the game.
Blender 2.8
In Blender 2.8, after adding a UV sphere, a flyout appears on the bottom of the 3D viewport:

I have no idea on how to access that with a keyboard shortcut.
earlier versions
If you press T before adding the UV sphere, you should see the &quot;Transform&quot; panel which allows you to set the  segments and rings.

If you already have the UV sphere and want to modify it instead of creating a new one from scratch, you could use the Subdivision Surface (&quot;Subsurf&quot;) modifier.