play around with the recipe to get more dense of a cake. Try omitting some of the oil & make sure that when u take the cake out of the oven, the surface of the cake is golden brown Removing the cake early ensures a moist cake, but isn't good for layering.
While the cakes R still in the pan, using a sharp, longbladed knife, level off the tops, using the edge of the pans as ur guide. It'll give u a more stable cake! Insert a long wooden scewer in the middle of cakes after u have stacked them.before inserting the scewer, measure it along side the layer cake and cut off excess.
Dumb question, but u ARE frosting between the layers-right? It's ur glue. Also, if your using storebought icing, don't get the whipp or anything that wont hold ur cake like glue. U can always add a little powdered sure to the tub to thicken it and try a few drops of extract to get an orange, banana, coconut, rum, spearmint (goes good with devils food cake. For the devils food, I like the contrast between the black cake and the white icing. Afew drops of spearment to the frosting gives the cake a little extra somthin special. Also, refrigerate after frosting,it will let the cake "set up" and get a lil firmer :)
Good Luck and Happy Baking!