CSS: Control space between bullet and <li>

This should do it. Be sure to set your bullets to the outside. you can also use CSS pseudo elements if you can drop them in IE7 downward. I don't really recommend using pseudo elements for this kinda thing but it does work to control distance.

ul {
  list-style: circle outside;
  width: 100px;
}

li {
  padding-left: 40px;
}

.pseudo,
.pseudo ul {
  list-style: none;
}

.pseudo li {
  position: relative;
}

/* use ISO 10646 for content http://la.remifa.so/unicode/named-entities.html */
.pseudo li:before {
  content: '\2192';
  position: absolute;
  left: 0;
}

<ul>
  <li>Any Browser really</li>
  <li>List item
    <ul>
      <li>List item</li>
      <li>List item</li>
    </ul>
  </li>
</ul>

<ul class="pseudo">
  <li>IE8+ only</li>
  <li>List item
    <ul>
      <li>List item with two lines of text for the example.</li>
      <li>List item</li>
    </ul>
  </li>
</ul>

To summarise the other answers here – if you want finer control over the space between bullets and the text in a <li> list item, your options are:

(1) Use a background image:

<style type="text/css">
li {
    list-style-type:none;
    background-image:url(bullet.png);
}
</style>

<ul>
    <li>Some text</li>
</ul>

Advantages:

• You can use any image you want for the bullet
• You can use CSS background-position to position the image pretty much anywhere you want in relation to the text, using pixels, ems or %

Disadvantages:

• Adds an extra (albeit small) image file to your page, increasing the page weight
• If a user increases the text size on their browser, the bullet will stay at the original size. It'll also likely get further out of position as the text size increases
• If you're developing a 'responsive' layout using only percentages for widths, it could be difficult to get the bullet exactly where you want it over a range of screen widths

2. Use padding on the <li> tag

<style type="text/css">
ul {padding-left:1em}
li {padding-left:1em}
</style>

<ul>
    <li>Some text</li>
</ul>

Advantages:

• No image = 1 less file to download
• By adjusting the padding on the <li>, you can add as much extra horizontal space between the bullet and the text as you like
• If the user increases the text size, the spacing and bullet size should scale proportionally

Disadvantages:

• Can't move the bullet any closer to the text than the browser default
• Limited to shapes and sizes of CSS's built-in bullet types
• Bullet must be same colour as the text
• No control over vertical positioning of the bullet

(3) Wrap the text in an extra <span> element

<style type="text/css">
li {
    padding-left:1em;
    color:#f00; /* red bullet */
}
li span {
    display:block;
    margin-left:-0.5em;
    color:#000; /* black text */
}
</style>

<ul>
    <li><span>Some text</span></li>
</ul>

Advantages:

• No image = 1 less file to download
• You get more control over the position of the bullet than with option (2) – you can move it closer to the text (although despite my best efforts it seems you can't alter the vertical position by adding padding-top to the <span>. Someone else may have a workaround for this, though...)
• The bullet can be a different colour to the text
• If the user increases their text size, the bullet should scale in proportion (providing you set the padding & margin in ems not px)

Disadvantages:

• Requires an extra unsemantic element (this will probably lose you more friends on SO than it will in real life ;) but it's annoying for those who like their code to be as lean and efficient as possible, and it violates the separation of presentation and content that HTML / CSS is supposed to offer)
• No control over the size and shape of the bullet

Here's hoping for some new list-style features in CSS4, so we can create smarter bullets without resorting to images or exta mark-up :)

You can use the padding-left attribute on the list items (not on the list itself!).

Put its content in a span which is relatively positioned, then you can control the space by the left property of the span.

li span {
  position: relative;
  left: -10px;
}

<ul>
  <li><span>item 1</span></li>
  <li><span>item 2</span></li>
  <li><span>item 3</span></li>
</ul>