One trick is to add some white all-purpose flour along with the whole wheat flour. Even just a little white flour has enough gluten to give the dough better structure. White and whole wheat flour can be substituted one-to-one, so just play with the ratio of the two until you end up with a loaf you like.
If you want to keep your bread 100% whole wheat, vital wheat gluten is your new best friend. This stuff is super-concentrated gluten flour, and it really helps to give low-gluten doughs better structure. Add one tablespoon of vital wheat gluten for every 2-3 cups of flour in your recipe. You can find it in the natural food sections of most grocery stores these days, or order it online from a place like King Arthur Flour.
To make softer loaves, try letting the dough rest for about 20 minutes before kneading. This gives the flour time to absorb the water and softens the grains of whole wheat. There are some other ingredients that can be added to any recipe that also help make a softer texture: potato flakes (1/4 - 1/2 cup), honey (2-4 tablespoons), milk (replace some of the water), and butter (2-4 tablespoons) (all amounts are for a recipe making 2 loaves).
What other tricks do you have for getting softer, fluffier whole wheat loaves?
Related: How to Knead Dough: The Video
(Image: Emma Christensen)