Well a lot of it is just about checking the ingredients on the bread you buy. Just like Skippy can say "no trans fat" on their peanut butter, there are quite a few brands of "Whole Grain Bread" that are simply advertising ploys.
Here are a few threads that discuss it a bit:
Link1
Link2
Here's an article on Grain in general. Good read for the purpose of this thread.
Grain Article