In baked goods it is difficult to substitute whole wheat flour completely for all purpose flour without the baked good being compromised in flavor and texture. Using all whole wheat flour can sometimes make the item dry and tough--which is why some members are suggesting adding more liquid. You'll need to do some experimenting with your own recipes in your own kitchen to decide what works and what doesn't. On EatBetterAmerica, we try to use as much whole wheat flour in our recipes as we can, without compromising the flavor and texture so that we, and ultimately you, are happy with the outcome!
If you want all whole wheat recipes, try our Healthified Peanut Butter Cookies. Mmm, they're the best and are made with all whole wheat flour. http://www.eatbetteramerica.com/recipes/whole-grains/healthified-peanut-butter-cookies.aspx
Good luck!