This is almost the same answer I posted to a related (identical?) question here. I am re-posting most of it here for the sake of those finding these posts via Google search.
There are two different solutions, one local and one global, using the enumitem package.
The idea for both is to use the font= key for enumitem.
Local: Every time you want an individual enumerate environment with bold numbers/letters/numerals (whatever the setting is), just use:
\begin{enumerate}[font=\bfseries]
*your code here*
\end{enumerate}
Note that this solution is strictly local -- the font settings will be not be inherited by enumerate environments contained/nested within outer enumerate environments for which the setting does not hold -- see another of my related answers here.
Global: If you know in advance that you will want every enumerate environment to have bold numbers/letters/numerals (whatever the setting is), then put the following in the document's preamble:
\setlist[enumerate]{font=\bfseries}
Note: As a general rule of thumb, it is preferable to use the font= key for enumitem (as opposed to the label= key suggested in other answers) if all you want to do is to make the numbers/letters/etc. bold. label= completely overwrites the standard settings of enumerate, while font= just modifies them.
Source: I read the documentation for enumitem, and both of the above solutions worked for me using TeXstudio and XeLaTeX compiler.
If someone knows a way to do this in the \newcommand, that will still be very appreciated and I will mark that as accepted.
– Jul 21 '11 at 16:59