I'm also one of those with a "sweet" tooth :) We also do most of our baking, we rarely buy baked goods, or cake mixes and such - at least we can control what's in it. We have often substituted white flour for whole wheat, most of the time it's ok. We do have some white flour on hand, for certain things, or if I'm baking for visitors and they might not be as lenient on the whole wheat flour content ;-) I usually try to choose my recipes so that they are either made for whole wheat, or can be substituted. And everything else is all whole wheat (bread, pasta, etc.) I was mostly raised on whole wheat, and my now 2 yrs daughter knows nothing else. So the only part where we might get white four is in baked goods, and obviously we don't make and eat those daily, so I think it's good enough! Even "bad" things aren't too damaging if you don't abuse them.
So I guess the switch has been fairly easy for us.