Sprockets are not going to change your power.
You get more power by keeping the engine operating in its "power band". In most cases that is accomplished by shifting. When you have shifted down to first or up to 6th and still aren't in the power band then you need to change the sprocket ratio.
There are a couple of other cases where you would want to change sprockets. Along with the overall gear ratio change it will also move the "shift points" with respect to your speed. If you are racing at a track and find that at one particular spot you have to shift at an awkward time then going either up or down on the ratio could improve your performance on that section of track.
Usually, though, you are robbing from Peter to pay Paul. If you want a higher top speed then you want to go larger on the front or smaller on the back. But this change will hurt you when you get to one of those first gear hills.
Bottom line: there is no single answer. You need to decide what is more important to you and be willing to make trade offs.
Rod