You can have real bold calligraphic fonts thanks to Michael Sharpe's packages: dutchcal makes available Elsevier's calligraphic font, boondox makes available the eponymous font in two forms. Finally bickham makes available Adobe's Bickham Script Pro; this one requires some small work from the user: the font is Opentype and has to be converted to type 1 first, with the LCDF Type Tools and more specifically by cfftot1. As the font, though freely downloadable, remains Adobe's property, so that the conversion has to be done by the user. Let me add that it also has a semi-bold version, and that you can call it either as mathcal/\mathbcal or as \mathscr/\mathbscr if you want to keep using the default \mathcal.
Here is an example of a code that shows how to use them (I comment all \usepackage but one):
\documentclass[12pt]{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{dutchcal}
%\usepackage{boondox-cal}
%\usepackage{boondox-calo}
%\usepackage{bickham}
\begin{document}%
\[ \mathcal{D}\quad\mathbcal{D} \]%
\end{document}
Dutchcal:

Boondox:

Boondoxo:

Bickham:
