Well, as you can see, I typed a response then took a phone call before posting. I should know to double check before posting under these circumstances. Sorry for the double response.
Since I'm posting again anyway I'll give my two cents too. I worked with bridges made of several different woods and can't say that any one is really "better" than another. I asked to make sure the OP wasn't talking about a saddle because I think this material makes a much bigger difference than the bridge material on a flat top steel string guitar as long as the bridge is made of a hard dense wood. For my part, I would go with something to match the finger board. If it's ebony then an ebony bridge, and so on. The only time I can say that changing the bridge material made a big difference on a guitar was when we removed the plastic bridge from a mid-60s Gibson LG and replaced it with rosewood. THAT made a difference.
Paul is right on this. The setup from the beginning of building it to stringing it.
If you make a guitar in the Martin OOO size and it is your first and you use decent wood and do a decent job building it you will have a guitar that sounds like a Martin OOO. Your next guitar you will use Better wood and do a better job on constructing it it will sound like a better Martin OOO guitar and after you have built a hundred guitars they will sound better but still sound like a Martin OOO guitar.
I have used pine to build a bridge and it worked but I wont again as it is to soft, Some builder books say to wash a rosewood bridge down with acetone to get all the oils out and make it lighter and then you use ebony and that is very hard and heavy!! Go figure!! I think the quality of workmanship is the most important.
I have built guitars out of Lombardy Poplar, maple rosewood mahogany, walnut, mulberry and pine and they all sound good.
Aha. Go with ebony and a bone saddle. It's worked for billions of dreadnoughts. Ebony has the toughness to hang in there with the string tension. If it's a cheaper guitar, it could have a laminated top. In that case, I wouldn't hold out much hope for bumping up the volume. Does the guiar have a shallow body?
Just an opinion here. If it ain't really BROKE don't fix it. I don't know what kind of money you have in this guitar but it would seem to me that replacing the bridge on the chance it might help the sound is a great way to spend a good chunk of money and still not end up with something you love to play. Change a saddle and maybe a nut. Certainly try different brands and composition strings. If you cant find a solution there sell it and buy a guitar you know you like. Just my opinion. Of course if you really just want to mess with it just to see what happens feel free to experiment. We all finance our learning curve one way or another.