How can I increase Ceiling Fan Speed ?
Can it be done by change the Capacitor size?

It can but it will likely burn up your motor.

What make of fan do you have, and is something wrong with it, or do you just want it to go faster?

Ceiling fan capactors - troubleshooting and resources - Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-capacitors.php)