To create a more powerful wand, create a wand that possesses a higher caster level
It sounds like many of the wands in the campaigns you've been in have been created at their minimum caster levels, which is what folks most of time want wands for: having a particular spell on hand that doesn't need to scale. Actual spells are usually considered better than wands for combat because spells use the caster's statistics but wands typically use the minimum statistics. The saving throw DC of a caster's own color spray spell, for example, can be in the 20s, but the default saving throw DC of color spray spell from a wand of color spray (1st-level spell at caster level 1) is… um… 11. This, for example, makes a wand of cure light wounds (1st-level spell at caster level 1) awesome for out-of-combat healing but a wand of fireball (3rd-level spell at caster level 5) typically a waste of gp as combat option.
However, a wand needn't be created at the minimum caster level necessary to cast a spell. Making a powerful wand—like a wand of magic missiles that, when activated, spews five missiles instead of one—means creating the wand of magic missiles so that it possesses a higher caster level. On Magic Item creation, in part, says, "A creator can create an item at a lower caster level than her own, but never lower than the minimum level needed to cast the needed spell." (The formula for determining the market price of a wand is 750 gp × spell level × caster level; see here.) (And for more on this sometimes-confounding statement see answers to this question and this question.)
Thus a wizard 9 that possesses the feat Craft Wand could create a wand of magic missile (1st-level spell at caster level 1), but she could also create a wand of magic missile (1st-level spell at caster level 5) or a wand of magic missile (1st-level spell at caster level 9).
The first wand has a market price of 750 gp (15 gp/charge) and spews 1 missile per activation; the third wand has a market price of 3,750 gp (75 gp/charge) and spews 3 missiles per activation; the third wand has a market price of 6,750 gp (135 gp/charge) and spews 5 missiles per activation.
The typical creature—even the typical creature that possesses a lot of ranks in the Use Magic Device skill—can't simply elect to expend more charges from a wand to generate from that wand a greater effect. Many class features and feats, however, make wands better, and it wouldn't surprise me if there were an ability like that out there somewhere.
Note: This answer eschews enumerating the myriad of ways that game elements can expand the utility of wands in favor of addressing what the writer views as the question's fundamental issue. Somebody braver than I can list all the game elements that are available to improve facility with wands.