Maybe your preamp is not the perfect match for your mic. I learned a few months ago the rule of thumb that there should be a factor of about 10 between your mic's output impedance and your preamp's input impedance. That's a rule of thumb, of course.
For example, I've got 1.2kOhm input impedance preamps on my Tascam DR-100, so I should be looking for a mic that shows about 120Ohms of output impedance. My AT8015 is 250Ohms and I need to crank my gain almost all the way up to get decent dialogue. Apparently an NT1-A (50Ohms output impedance) would do a much better job.
Hope this helps...
EDIT: that's a purely technical thing though, Filipe has an interesting point: think about how the sound will be used. In the end, all you're trying to do is process your recordings the least that you can. In a perfect world, you'd be able to record every single sound right at the level it'll be needed in the mix.