How can I improve my contact lens comfort?

Depends . On the cause. It could be related to the fit, the lens material, the solutions, protein buildup, or even dry eye or allergy. Best to see an ophthalmologist to help get to the bottom of it. This is the reason that many patients opt for refractive surgery (lasik) if it cannot be resolved satisfactorily.
Regular checkups. Regular checkups can detect problems such as allergy, dry eyes and fit. Rewetting drops can help with foreign body sensation. If problems persist it's a good idea to be examined.