For baking cakes and cookies
I do, by using whole wheat pastry flour BRM, in most recipes.
It works great for making white sauce, many desserts and most recipes requiring white flour. Works super on brownies!
I will sub out some of the AP flour with WW flour in many of my recipes. Pastry flour is especially nice. But keep in mind that whole wheat absorbs more liquid than all purpose, so the texture may be more dense than you expect. So I never sub it all out, but might start with 25% and see how I like the finished product.
There are several good baking books out there that can give you some guidance: King Arthur flour has a whole grain baking book, 'Good to the Grain' by Kim Boyce, 'Flavor Flours' by Alice Medrich to start...
Is there a food 52 store in NYC