Blocking your finished items will probably help with the holes. Blocking allows the wool and fibers to "bloom," and the stitches become more uniform.
To block: soak the item in lukewarm water, using a wool treatment if you prefer (like Soak or Eucalan). Squeeze water out (do not wring!) and lay flat on a towel. Wrap it in the towel and squeeze the towel (I step on it) to get out any excess water. Then lay the garment flat on another towel, carpet, bed, or blocking mats. Shape it to size - smaller or larger, depending on your preference. Anything made of wool will dry to this size and stay that size. If you're stretching it bigger, use pins to hold it in place. Allow to dry (anywhere from 4 hours to 48 hours, sometimes longer). You should notice a difference in the stitches.
If nothing changes, then you may be changing tension in your knitting and it's not the yarn at all, but your knitting - check that you haven't dropped stitches or put in an accidental yarn-over, or knit in the bar below.
Good luck! (I'll be writing some knitting technique hubs shortly, including blocking.)