Can I do anything to have my iPod Touch (2nd gen) louder? To me, It's quite difficult to understand podcast when there is some noise around, for instance in noisy subway. I think I've read something about the weak output sound level of the iPod touch 2nd gen...

Is there any means to increase the sound of poscast on that device ?
Directly on the iPod, I don't think so, if your sound settings are maxed.

Try


  Settings > iPod > Volume Limit : Off


and


  Settings > iPod > Sound Check : Off




On iTunes, go to the "Info" window of the podcast audio file, and in the Option tab, try to see if you can set the audio volume to 200%. I know it works on music, but it should also be available for the podcasts.