MP3gain is something I've started liking since it was suggested to me. It doesn't actually change the original audio in any discernable way. What it really does is adjust the volume that the MP3 is played at. If you really wanted to, you could make every song in your library play at a maximum of a specific decibel level.
Of course, because you might have different genres, piano tracks won't always sound the same volume as hard rock, and so on, so you may have to do some fine tuning. As a whole, it's a pretty pain-free program, though, and you don't have to worry about permanently clipping the source audio.
Jam it back in, in the dark.