I've never used a bread machine but I suspect this may be part of the problem for the recipes you're attempting, since you have made good bread with added wheat bran. I'll let others advise you on bread machine techniques.
I use my KA mixer for most of the mixing and kneading, but finish the kneading of the final dough by hand on the board. Over the years, this has educated me to the feel of the dough for different kinds of bread.
I've also never made bread entirely from WW flour, though bethzaring (who also answered you) has. (beth - I bet you can give specter65 some more great advice given your experience!)
Your ratio of 2.5 cups bread flour + .5 cups whole wheat is a good start for a light whole wheat loaf but it would help to have the entire recipe (including instructions) to troubleshoot. I'd especially be interested in the amount of liquid (and whether it is water, milk or some other liquid).
on flour ingredients
As mentioned, King Arthur makes an excellent whole wheat flour. Unlike other brands of whole wheat flour I've used, it is finely milled (also, it uses the entire wheat berry - some supermarket brands of WW flour omit the germ) - and it is stone milled, which makes a noticeable difference in the flavor of the bread.
Use bread (not all purpose flour) for the white flour in your recipe.
Whole wheat flour is slower to absorb water that white flour, chiefly because of the bran. Also (on a scale too small for human eyes) the bran tends to break the gluten strands developed by kneading. Therefore, knead well. However, be careful not to add too much additional flour if you knead on the board. I find it helpful to reserve about 1/2 cup of the white flour from the original recipe. I use a Kitchen Aid mixer. I make the dough according to my recipe with the exception of this flour reserve. The dough is kneaded thoroughly in the KA but finished by hand on the board, using no more than the flour "reserve" and sometimes less. Too dry a dough makes for a heavy loaf.
If you use the "straight dough" method, I would recommend two rises, punching down the dough after the first rise. You need to be patient here, but the dough will rise. At each rise, the dough should almost double in bulk. For convenience, you can let the dough rise in the 'frig - especially for the 2nd rise. Then the 3rd rise is in the pan.
I just let my dough rise in the bowl at room temperature. Bread dough with WW flour definitely takes longer to rise. Be patient! It is the amount of the rise, not the clock time, that counts at this stage.
This method always works well for me when I'm making a dough that contains a significant amount of WW or non-wheat flour.
> make a heavy batter (aka a "sponge" or "poolish") with all of the liquid, all of the yeast and all (or most - you may want to reserve that 1/2 cup of bread flour) of the white *bread* flour. Beat well with the paddle of the KA mixer - 3 to 5 minutes depending on the quantity. Cover with plastic wrap and let rise until doubled. This approach makes the ideal environment for yeast growth plus you have a head start on developing the gluten in the white flour.
> after the first rise, return the bowl to the mixer and incorporate your salt, oil and sweetener, mixing thoroughly with the paddle (the paddle works better than the dough hook for incorporating small amounts).
> switch to dough hook and add the whole wheat flour in increments, incorporating well after each addition. Knead in mixer on low ("2) or medium ("4) for about 5 minutes (again, depends on quantity - I don't know if you're making 1-pound, 2-pounds or even 3-pounds of dough - the more dough, the longer the machine kneading)
> *very lightly* flour the board with your reserve and finish kneading by hand, incorporating the bread flour reserve in *small* increments until the dough is smooth but not dry. The dough should still leave a small residue or film on the board.
> *lightly* oil the KA bowl, dump in the dough, give it a twist and then flip it upsidedown, so there is a small film of oil on the top. Cover bowl tightly with plastic wrap and let rise until about doubled (or at least until risen 1-1/2 times the original bulk). This is the point where you could let it rise overnight in the 'frig.
> once the 2nd rise is completed, you punch it down, shape the dough and let rise the final time in your pan(s). Let the dough rise in the pan to 1-1/2 to a little less than double the original bulk. Make sure your oven is preheated to the required temp before baking. The time your oven takes to preheat is part of the total rising time for the "rise in the pan".
> ok, you've reached the baking stage, and I'll let you take it from here...
Again, it is always easiest to trouble shoot if we have the complete recipe you're using, including the instructions (not just the ingredients).
Post back! There are many experienced bread bakers here and I'm sure our collective wisdom can help you achieve that WW bread you lust after!
Best of luck...