Your best option is to improve the ducting going to the coldest room. If possible, increase the duct diameter, remove any 90 degree elbows (use 2@45) and use metal duct. To know if increasing the blower motor speed will help, you need to know the air flow (cubic feet per minute... cfm) your duct system can handle. That's an easy exercise and a good one for you to better understand your system.
You'll learn that a 6" diameter duct can handle ~110 cfm, an 8" Diameter duct ~230 cfm... etc. Adding up all the supply register duct sizes and also the return duct sizes will give you an idea of what your duct system can handle. The return (air back into the furnace) cfm should equal the supply (air out to rooms) cfm should equal the blower speed setting cfm. The blowerr cfm will be on the furnace data sheet for each speed. If your ducting can handle the increased cfm, then changing the motor tap to the higher rpm will help. As pointed out, the air exiting the supply registers may be a bit cooler but the heat transfer will not be affected so furnace efficiency will be the same... it may even be a bit more efficient.