The cheapest way is usually increasing the psi. Most new tractors run at 2500 psi. I increased both of my JD CUTs to near 2750-2800 psi. Very easy to do by turning a set screw. Took about 2-3 minutes using a pressure gauge to get about a 10% increase in lift capacity. Some units would require the use of shims to increase the pressure. I would not exceed 3000 psi at max.
On my Toolcat, I used a larger boom and tilt cylinders. I went from 2.5" bore to a 3" bore. A change by even 1/2" in bore size can create a relatively large increase in lift. Easy to overload the strength of the loader or tractor with a change in cylinder size. My TC was already factory set at 3000 psi.
As JJ said, the other way way is mechanical advantage. Some loaders can allow a change in the placement of the pin holes on the lift cylinders. One set of holes allows more lift but less height, and the other may allow less lift but more height. New pin holes could be welded/added to the loader to allow a change in the mechanical advantage.