First of all, it depends on if you want to increase or decrease compression. Both could be as easy as removing the head and doing some work, but replacing piston heads is also a good way of doing it, best IMO. I assume you plan on forced induction, correct? That also depends on the model of the engine, but for most 8.0:1 is a pretty turbo and supercharger friendly number. Also, depending on the model car you want to do this with, that actually might already be the compression.
If you’re just looking to save money on gasoline like @stranger_in_a_strange_land assumed than your best bet might be what he said. If you’re looking to increase power by forced induction, you’ve got your homework cut out for you. To change over from N/A to forced, I would highly suggest replacing internal components. I.E. Crank, main bearings, rods, and pistons, also depending on the application sleeves. So, if you’re are planing on forced induction, your best bet would be replacing the piston heads. You could get the same effect using @stranger_in_a_strange_land suggestion on forced induction, but I wouldn’t recommend it and the engine won’t take the abuse as well as if you upgraded the internals. Good Luck with what ever you decide to do though. :)