Make the step up to partial mash, then eventually to all grain. All grain and partial mashes with a higher ratio of grain to extract are more complex, and generally better, when compared to their extract counterparts. Granted, there are amazing extract beers, but in all likely hood they'd be better all grain.
All grain brewing eventually (eventually) pays for itself, and can be done anywhere, even in the smallest of small studio apartments. I was living in a one room job for a short while when I was still in school, and all grain proved no problem.
So when you feel the time is right, make the switch. I thought I never would because of the seemingly daunting transition, but after a few batches I was doing partial mash, and soon after I was officially all grain. At first I followed Deathbrewer's stovetop method, which is a decent stepping stone -- but a cooler MLT is the way to go.
The short answer? There's no way to get that "all grain" taste in an extract brew. That's like asking if one can get a full-flavor experience out of ultralight cigarettes. Granted, this is an extreme analogy, but I'm sure you see the point.