First off, let’s clarify what the difference between whole wheat and regular/enriched flour is. Whole wheat flour contains the entire wheat berry, both the endosperm (the nice inside bit) and the bran (the outer shell). White flour only contains the endosperm of the wheat berry. Prior to the industrial revolution I believe white flour was rare or produced only for kings and royalty due to the amount of effort in refining it, thus things that taste best with white flour (cakes, pastries) were similarly “better” for royalty.
It is this refining that removes nutrients from the flour due to the elimination of the bran. This is why whole wheat flour is considered “more healthy”, because it has more natural nutrients in it. But this comes at a cost, the bran is not as fine as the endosperm, thus it leaves bits inside of the baked item, as @jbfletcherfan found out.
So it depends on what item you are baking. If you were baking a cake or pastry, white flour would be best because the little bits are undesirable. But if you were making a carrot muffin, whole wheat bread might in fact add a desirable crunchiness to the muffin. Or if you went all out and made a [your favorite number]-grain bread, you purposefully add crunchy bits in, thus you wouldn’t want to use a white flour for it.
As @Harp has mentioned, the bran in the whole wheat flour affects the baked item in a few ways. The bran will absorb moisture, so if you simply substitute WW flour for white flour and do not give more moisture, your item will probably be a bit dry. When it comes to things like angel food or puff pastry, the amount of liquid is generally precise to the point where this unmitigated absorption could completely ruin the item. And then the affect of the bran on the gluten must not be discounted or else you will end up disappointed and confused. The amount of liquid to add in to compensate is something that varies from recipe to recipe (and altitude to altitude, and oven to oven, etc), so you will have to experiment to find out what’s best.
So if you view the crunchiness and healthiness of the WW flour as its attributes, you can extend this to create baked items which exemplify these traits. Examples: whole wheat nut and fruit cookies, whole wheat coarse carrot muffins, whole wheat breads. Similarly, these attributes do not sync with items like chocolate covered croissants or chocolate cake, thus I would not use WW flour in these items. Cutting the white flour with whole wheat is a good way to get used to the texture, but it will not make the bits of bran magically go away, so I would not use such a mixture for delicate items.
As for healthy baking, one trick I love to use is simply portion scaling. One cupcake is one cupcake, so if you make that cupcake 10% smaller you’ve cut out 10% of the calories perception-wise. I also put plenty of veggies in my baking to compensate for the massive carbohydrate-ness, I love making zucchini and banana bread (whole wheat zucchini would be great I think) and carrot muffins, etc.