I've been mucking about with whole wheat loaves for a while, but doing them all wheat has for the longest time basically meant winding up with a brick. Which can look very cool, but doesn't really satisfy the sandwich need.
Of course, most of the flour I tried...Pilsbury, Hodgson's Mill, etc. was really Graham Flour, which is very chunky, and while flavorful, has a very low gluten quotient. The only survivable way to make it into tolerable wheat bread was to do a 70/30 ratio of bread flour/wheat flour, or even higher on the bread flour side.
But today, on a whim, I picked up a 5 pound bag of the King Arthur whole wheat flour. They say on the bag that it's balanced for whole wheat baking.
Incredible bread. It rose excellently, unlike prior whole wheat only experiments, and produced a wonderful looking loaf. So if you're looking into experimenting with a whole wheat loaf, I would sincerely suggest investing in some of this stuff.