For density in general:
* Thickest
* Most compact
* Heaviest
* Most concentrated
* Most tightly packed
* Most solid
For density related to a specific substance:
* Most dense (this is the most direct synonym)
* Highest density
* Greatest density
For density related to fog or smoke:
* Thickest
* Most opaque
* Heaviest
For density related to abstract concepts like thought or language:
* Most profound
* Most complex
* Most intricate
* Most concentrated
For density related to population:
* Most populated
* Heaviest
* Most congested
The best choice will depend on the specific situation.