Recently, Mister TheSeattleGirl and I gave up buying bread from the store and started making our own. (It sounds fancy, but "Healthy Bread in Five Minutes a Day" makes it ridiculously simple.) Then we switched everything else over to whole grains, organic when we can find it.
And truthfully? You do quite a bit with whole grains in baked goods. I make a whole wheat crepe that will blow your mind. My banana whole grain muffins are killer, too.