The setting "stick_ball" controls whether bonded atoms are shown simply as joined sticks (set stick_ball, off) or as traditional "ball-and-stick" representation (set stick_ball, on). Note that simply setting stick_ball on will result in balls with the same radius as the sticks and so will appear only slightly different (the joins will be smoother).
set stick_ball, on # displays atoms as balls joined by sticks
set stick_ball, off # displays only connected sticks
set stick_ball_ratio, 1.7 # change the radius of the balls