I agree on going for white (esp for the reasons Ali gives), however for regular bread I just gave DS my bread which is wholemeal, mainly because I didn't have space in the freezer to store a loaf for him (too many other things in there for him!) and there's no way we could get through a whole white loaf. I found on the rare occasion that I did buy a white loaf he loved it but became quickly constipated. A good balance for us was whole meal bread for a regular sliced loaf, but white for pitta, tortilla, crumpets, english muffins, bread sticks etc.
Have you tried any type of pasta yet? The pasta twists are nice for picking up as the twist gives a bit of a grip (where as penne can sometimes shoot out of their hand, amusing but frustrating), You can try it without sauce (more grip) or with any sauce stirred through. I think most kids tend to like some sort of pasta.