There is a legality problem of simply amplifying the output of the RF module. Believe you me the module manufacturer has it in his/her best interest to maximize the output power of the module up to legal limits in order to get the best performance. Note that usually the legal limits are imposed at the transmitter output becasue it is a measurable point. Trying to regulate power level in air from the antenna is much more difficult due to the different sorts of antennas. For this very reason then, this is where you have flexibility in controlling your radiation pattern, and thus directionality and gain, by antenna type selection and how much money you want to spend on the antenna.
Michael Karas