First lets be clear we're talking about wet central heating system common in the UK, Ireland, and northern Europe. Usually gas fired but in rural areas oil and LPG gas are common.

When understanding heating systems it is important to recognise that the boiler heat capacity and the heat output of the heating system are two different though related things. The boiler heats the system and the system heats the space, the rooms. (This is different from how a furnace [warn air unit in UK] works, it heats the dwelling directly via fanned warm air sent directly from a heat exchanger to the rooms etc).

Radiators

If your rooms are not being heated adequately the first place to look for the problem is the heating source in this case the radiators.

They need to be of sufficient size to meet the "heat loss" requirements of the space/room according to the outside temperatures. A very common problem in the UK is that heating calculations are not done thoroughly or not done at all. Calculations should include accurate U values of building materials, temperature variations; external, internal, party walls. A qualified heating engineer or architect should be hired to do this, rough hand calculations and website calculators only give you rough estimates, getting the sizes right will save you money on energy and achieve an even heating throughout your property so an end to the problem of some rooms always being colder than others.

The condition of your radiators, radiator valves and the condition of the water in the system will all affect the heat output from the radiators. If they are not working well for whatever reason they cannot be expected to produce the desired heating rate.

Problems with a lack of heat output will be apparent when outside temperatures are lowest.

Boilers and Pipe Sizing

Boiler sizing should also ideally be professionally done and is not as simple as adding up all the watts from the radiators and hot water cylinder if appropriate. Importantly it doesn't matter how big your boiler is if the system components; radiator and pipe size, are not up to capacity the rooms will not heat.

Combination boilers nearly always have an even greater KW capacity to heat the hot water, and will modulate down for heating so sizing of combination of boilers should actually and always be done with the hot water requirement in mind rather than heating. On some boiler models your heating engineer can limit the heating KW capacity when commissioning a combination boiler.

System and heat only boilers should be sized, by working out the whole property heating requirement and then adding the hot water cylinder KW requirement. Not by adding up the radiators or room by room heat loss requirement, this should be reserved for a cross check.

Pipes in the system need to be sized correctly in relation to the KW load within any given section of the system.

New Systems

If your having a new system installed have in professionally designed with copies of calculations part of your spec. Keep this calculations with your records and you can produce them if you where to sell your property in the future. A properly sized system maximises efficiency and comfort.

Existing Systems

Up-size radiators that simply fail to heat the spaces they are in, or add additional radiators.

Radiators that do not work are usually fixed by having the valves changed, otherwise the pipes or radiators may need to be changed.

Cold patches in radiators is a sign of sludge, get them flushed.

Slow and old gravity systems (systems with a header tank or F and E tank) can be upgraded to sealed systems.

Lag insulate pipes in cupboards lofts basements and voids.

Contact your local plumber, heating engineer for advise.

Heating Controls, if you do not have a room stat or thermostatic radiator valves I'd recommend you add them not only will they help your system balance they'll save you money.

If a system was originally designed well, building modifications such a insulation, double glazing, extensions (turns external walls into internal walls) will make those calculations out of date and therefore radiator sizing out of sync. Resulting in some rooms warmer than others, in this case thermostatic valves are a minimum to counter the problem, but re sizing the radiators is the ideal solution.