###Blender 2.8
Blender 2.8
In Blender 2.8, after adding a UV sphere, a flyout appears on the bottom of the 3D viewport:
I have no idea on how to access that with a keyboard shortcut.
earlier versions
If you press T before adding the UV sphere, you should see the "Transform" panel which allows you to set the segments and rings.
If you already have the UV sphere and want to modify it instead of creating a new one from scratch, you could use the Subdivision Surface ("Subsurf") modifier.