I usually eat whole-wheat bread (or whole-wheat grains mixed with other whole grains) if possible since it's much healthier**, but sourdough bread is healthy too.
And "white" breads like kaiser rolls, baguettes, ciabatta rolls, etc, are great for occasional uses, if not as healthy.
Btw, It's best not to refer to whole-wheat bread as "wheat bread" because all breads made with wheat (most breads) are in fact "wheat breads."
Saying "wheat bread" won't tell you whether the wheat flour used to make a bread was "whole wheat" (whole grain) or had been stripped of the germ and bran during manufacture (and those are the healthiest parts).
Some manufacturers try to fool people into thinking their breads are whole-wheat by adding a bit of molasses to make them browner and by referring to them as "wheat bread." It's really best to understand the terminology and read labels, etc, carefully, if you want to eat whole grain products.
**There's more on all this (and how it pertains to other grains like rice, barley, oats, etc) in my previous answers here, if you're interested:
http://answers.yahoo.com/question/index?qid=20111018122454AARFhCK
http://answers.yahoo.com/question/index?qid=20111128101917AAKw5Tm
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