For the longest time I couldn't understand why there were so many variations of bread at the grocery store. Enriched white, wheat, heart healthy, whole wheat, 7 grain. It was a baffling aisle to me and I try to shop on a budget, so I always deferred to the generic wheat bread. It felt so light that I could leave a hand print in it just by picking it up, and trying to get it home without it smooshing was a chore. I guess 89 cents doesn't go far these days.
I thought bread was bread was bread. I wasn't going to buy one of those $4 small loaves that were heavy as concrete. Turns out I didn't know anything about nutritional science. Good news is, I do now. This article from the Mayo Clinic will catch you up to speed: http://www.mayoclinic.com/health/whole-grains/NU00204. First thing to know, whole grains mean fiber. Processed bread is made with the only part of the grain, while whole grain uses the entire grain, thereby containing more fiber. Fiber is amazing for your health, especially for losing weight. It helps digestion and makes you feel full. Plus it's great for your heart.
Second thing to know, there are plenty of healthy imitators. If it contains whole grains, the first ingredient will be say so, and it will be marked as a 'whole grain' or '100% whole grain' product, not 'bran' or '7-grain' or any other category. Learn some examples of such foods at http://www.webmd.com/heart-disease/news/20080225/whole-grains-fight-belly-fat.
Finally, when in doubt, buy the small $4 loaf of bread. Don't cut corners just to save a buck or two. Invest in your health and you'll have more energy, a better mood, and a thinner waistline.