Here are some of my favorite whole wheat recipes:
Almond Raisen Biscotti
Flaxseed Whole Wheat Bread
Honey Bunches of Oats Cookies
Honey Whole Wheat Bread
Honey Whole Wheat Bagels
Pumpkin Spice Bagels
I love using whole wheat flour because it is SO much healthier for us. It is more filling and is not just a bunch of empty calories. I use 100% whole wheat in my recipes and do not add any white flour. Contrary to popular belief, you can make fluffy, soft and delicious things with 100% whole wheat. HOWEVER, you can't just substitute whole wheat flour into any recipe. Whole wheat flour absorbs more moisture than white flour. Therefore if you just substitue it in to any old recipe... you will get a dense brick! I don't make whole wheat bread very often because we eat up bagels and pitas much faster and basically substitute those things for our bread. We make all our sandwiches on bagels and pita.
Another trick I use is Vital Wheat Gluten. It is about 80% protein and comes from wheat itself. Wheat flour has gluten in it, but adding extra makes breads, pizza dough and bagels raise better and be chewier and not so crumbly like some homemade whole wheat bread. Gluten can be found in the health food or baking section of your grocery store. Don't think it is hard to come by, Wal-Mart carries it in the baking isle!
Also, there are two common types of wheat, hard red and hard white. Hard white bakes like white flour, and hard red is a little more nutty and dense (this is where the gluten helps). All my recipes call for hard red wheat flour (commonly found in grocery stores) unless otherwise noted.