Kit lens vs the more expensive ones.?

I bought a new Sony a200 and have been using the kit lens. Even with tripod, I've been getting grainy images. On all sorts of ISO's. Don't get me wrong, the images beat point and shoots by a landslide, but I am wondering about those amazing quality ones I've seen on flickr. The smooth, absolute no grain ones. Are those achieved by more expensive lenses or is it the setting of some sort that I am on?