I'm going to have to disagree with Alchemist here. I am very much a newbie, but the general consensus around here seems to be do not normalize under any circumstances. Basically all that does is find the highest peak of the song, raise that to zero, and bring everything else up the same relative amount. The same goes for not normalizing the individual tracks, just turn the volume up.
As for making the mix louder. I would also say get someone to master it. Basically the way to make the mix louder is by compression and limiting. Limiting can do a ton to increase the volume. For instance, lets say there is one snare hit that peaks three decibels louder than the entire mix. If you put a limiter in there and set it correctly, you can bring that hit down, and bring the entire mix volume up 3db. A mastering engineer will be knowledgeable enough to set the compression and limiting correctly to get you the most volume without sacrificing sound quality (and he/she'll probably add some needed eq adjustments and whatever else those magicians do)
If you have to do it on your own, apply some gentle compression, and add a limiter until you start to hear some nasty artifacts, and then drop it back a bit from that.
josh