[font=trebuchet ms]Change just one thing at a time, and take it in steps.

Strings are cheap, and moving just one size up can probably be tried without paying for a complete setup. If you have had your Strat set up by a good tech, check with them about whether the nut will need to be re-slotted. Even if the answer is "yes", that will still be cheaper than new pickups.

Going from .009" to .010" will make a noticeable difference. Chords will ring more, single notes will have more authority, and bends may become somewhat painful for a while. Hang in. It's worth it.

In a few months, you can decide whether to move up to .011", or stay with the .010". I only went from D'Addario EXL110 to EXL115W in order to get a wound G string for better balance across the strings on one particular guitar. I run EJ21's on another guitar that I only use for rhythm.

Different pickups add more variables to the mix, but they're much more expensive, and not nearly as easy to change back, if you don't like them. That doesn't mean you shouldn't consider them, but I would suggest sorting out your string preferences first.[/font]