Agreed. In my current game, I built a station that's in about 100 km orbit of Kerbin, and I've been using Apollo style CSMs and LEMs for munar and minmur missions, but I honestly hate the ships. They have often don't have quite enough fuel for the return trip, so I ended up having to put a tanker out in minmur orbit. It sucks. I've tried to redesign them, but I'm kinda of in a local maximum in designs right now, which kinda sucks.
Assuming you're in career mode, where are you in the tech tree? Some of the later fuel tanks and engine make it a lot easier to haul huge amounts of mass around the solar system.
Also if you don't do it already pay a great attention to you engine's specific impulse. It's often a lot more important than thrust, at least outside of first stages and landers.
My go-to combination in the mid game is Mainsail engine for first stage from kerbin launchpad (high thrust and good Isp in the atmosphere) and then switch to the Poodle while in space (not-so-great thrust but high Isp in vacuum). Oh and a healthy amount of "asparagus" staging, it's always a bit annoying to set up but well worth it in KSP.
Later on you unlock even more efficient engines, such as the "Nerv" nuclear engine with an Isp of 800 in vacuum.
Finally you can also mine fuel on planets and asteroid to refuel your tanks, I generally like setting up a "filling station" on minmus to avoid having to haul massive amounts of fuel out of the kerbin gravity well.
