You can adjust the contrast/brightness.
Or, use a pencil with a softer lead (like, 2B).
Or, uh, be a bit more confident and press a bit harder with your final lines (like, as opposed to pressing lightly when you're just sketching it at first.. eh...)
Yeah, sometimes I ink stuff. A nice way of getting nice-looking lines with varying width is to use a felt tip pen with a brush tip (well, a nib shaped like a brush, and it's kinda soft and can bend and stuff). An alternative to this is to use a real brush dipped in ink. Also, you can use a quill thingie dipped in ink, or a fountain pen... those let you vary the line width (sometimes called thickness or weight) by pressing lighter or harder.