Headphones too quiet.

There must be something wrong with your earbuds since the sound is plenty loud for me - the only time I turn the volume al the way up when using the earbuds is when on a flight.

This is covered under warranty so if there is an Apple Store nearby, make an appointment to have this checked or call AppleCare - (800) 694-7466.

Then there is something wrong with your iPhone.

Standard troubleshooting procedures in order are power the iPhone off/on, Reset, Restore and if no change after any or all, call AppleCare or make an appointment at a local Apple Store if there is one nearby.

No one should be using the stock earbuds. They are complete garbage.

Try changing the setting in the EQ. It comes off from Apple

There are EQ settings under Settings>>iPod on the iPhone.

You can also set standard (not custom) EQ settings in iTunes for a song and the settings will sync to the iPhone.

Here's a dumb question: Is volume lock on?

From the home screen, tap Settings > iPod > Volume Limit and see if it's set to OFF. If it's ON, either turn it off or adjust it to something higher.

Hope this helps!
Wai