I think It's mostly about choosing the right sounds as well. While producing add a perceived loudness meter on your master channel (Like T-racks, Voxengo Span, FL Wave Candy in Leq(a) mode) and see what a sound does. A sound or song without any mid and/or high frequency content will never sound really loud. Subtle distortion on sounds can really add some perceived loudness (especially when it's adding harmonics in this range). When you've found the right sounds then you can squeeze some little more loudness out of your track in the mixing and mastering stage which is like Miles Dominic already said all about controlling and lowering peaks in the mixing stage.

Things I tend to do a lot:
- Serial compression in the mix and on the master.
- Harmonic EQ and distortion
- Multiband compression in the mix and on the master.
- Controlled clipping (i do this with G Clip which is a free plugin in the mixing stage only).
- Parallel compression (mostly on drum loops, always leave out the kick don't like how it sounds on there).
- Most processing is done in the mix.