On my Samsung Fascinate, the volume buttons change the volume by 3-4x the amount that I would like them to. Is it possible to adjust this amount?
You could try flashing a custom kernel with Voodoo Sound. I don't know if it changes the volume increment but it may provide better values for those increments, and certainly a much better sound experience overall.
The situation seems to be improved in the Android 2.2 update.