I also couldn't help but to succumb to the temptation of these cheap 433.92Mhz Rx/Tx pairs. Mine are of the eBay variety ($0.89 a pair with free shipping).
I observed the same behavior with 1/4 wave whips attached to these, although not quite as bad as you describe. Through tinkering I found lower AWG sized enameled wiring to give slightly better results, about an extra two meters using 23AWG enameled magnet wire line of sight, but was barely penetrating the drywall to the next room... Not good enough for my projects unfortunately, so back to the drawing boards I went.
As a side note, the quarter wave whip had to be spiraled in my project boxes which will change the radiation pattern of the antenna. (Found this out when I turned to my RTL-SDR for troubleshooting)
A friend told me to try a "coil-loaded antenna" which is an antenna with air-cored inductor. Did some searches for 433Mhz coil-loaded antennas and found plenty of results, including calculators to build them for any frequency desired. These types of antennas also have the added benefit of changing the size of our wave-guide to a more compact form.
Here is a step by step PDF for building 433.92Mhz Coil-Loaded antennas written by Ben Schueler (NL). I was very pleased with the performance of these DIY antennas. I also was still using the 23AWG to make them,(make sure its enamel insulated or it will not work) which wound up being very close to these instructions designated magnet wire size. It still didn't reach the far end of the house on the second floor...
Here is an interesting bit about the transmitter, I didn't find this info in any instructions for these. My eBay seller had this listed in the description section of the listing for them.
Ah, the plot thickens. I highly refute this distance listed for the transmitter, and unless i just missed something I'm calling b.s... So, here is what i gathered from tinkering with them.
On a 3.3v Rail
- Extremely poor transmit distance for the 3 out of 5 I ordered (3
transmitted a couple feet and two wouldn't TX at all at this
voltage while watching it on the SDR.)
- Wouldn't recommend these for any 3.3 volt microprocessor project unless the transmitter is on a separate voltage rail.
On a 5v Rail
- With the coil loaded antennas the Tx distance was reasonable. (About 75~100ft LOS) I wouldn't expect miracles if you have concrete walls to penetrate.
- This voltage will probably cover most projects with these antennas.
5v and above
I used one of these cheap ebay boost modules 
mainly because I already had some, and I am pretty lazy when it comes to making circuits like this. I carefully adjusted the 10k pot while watching the voltage with a multi meter, each +1 voltage step I tested the range.
Here is what I found:
- 6v,7v,8v,9v all had increase in range in proportion with the the step-up. (5 out of 5 transmitters)
- 9.5v~11.5v Again three transmitters showed slight distance improvements, but also had heat developing at the module at about 10.5v. (Wasted power) and the other two showed no improvement at all after 10v.
- 12-Volt, yea... Don't do 12v, its clearly the absolute maximum rating as my test module went up in a $0.44 puff of noxious smoke.
All in all these aren't bad for the price, (If you know the above information) The sweet spot voltage for these seem to be in the 9-volt range as it doesn't heat up, and gets pretty decent distance. (My max was 250ft LOS, keep in mind my transmissions are 8bit codes).
I hope this helps you and future readers out with projects!
