a more dense cake is achieved by using less leavening in the batter. That is, a normal, boxed cake mix uses between 6 and 8 tsp. baking powder in the mix. If that were cut down to 4 tsp, that would help. Another trick is to mix the batter as little as possible, to avoid developing the gluten in the batter. With less gluten, more gas is allowed to escape, and thus, you have a heavier cake.
Look at a pound cake recipe. It produces a very dense and wonderful cake. Look at the ratio of flour to fat to sugar, to leavening. Use that ratio in your other cakes to get dimilar results, no batter the flavor of the cake. And yes, pouring simple syrup, like AllenOK said, or a suitable flavor of Jello, or even instant pudding will soak into the cake, setup, and increase both the density, and the moistness of the cake. Hope that helps.
Seeeeya; Goodweed of the North