Solid to liquid fuels in a rocket

Today is the day for brainstorming. Not to be confused with barnstorming. Well anyway, I've got another idea. With rockets you have to put all your fuel and oxidizer into liquid form, this goes into a great big tank. It so happens that solids are a lot more dense, so is there any way that we can use this fact to our advantage? Here's a proposition--- let's make a fuel out of a solid and then store it in a small tank so as to be burned immediately so as to avoid need for large fuel tanks?