Make sure not to use Robert Schumann's contraption!

Simple finger exercises can be quite effective. Assume a normal piano position sitting at a table. practicing lifting each finger up as high as possible without lifting up any others and tap them on the table a few times each.
While this doesn't immediately improve the strength of the fingers, it will improve the flexibility of them, especially the 3rd 4th and 5th fingers, within a few weeks.
Strength takes time to build up. It's an interesting debate though - do you really NEED your fingers to be strong? Chopin seemed to do ok! If you're utilizing gravity and relaxing your fingers/wrists/arm you should find it easy to play loud - becuase you're working less hard and letting gravity do it's thing!
That said though, it will limit the kind of pieces that you can play - especially if it involves flexibility and dexterity as well as raw strength (ie Rachmaninov)