I remember tasting my first wholemeal cake only a couple of years ago. It was yummy and I was very surprised to discover that the texture was special, as well as the flavour! Cakes and muffins made with freshly ground flour are slightly gritty (doesn't sound appealing but really is) which gives them interest. They feel like real food in your mouth.
I make bread, muffins, pikelets and nearly all my pastry from wholemeal. With things I am uncertain of, such as my pizza recently, I just replace a little of the plain flour with wholemeal. If it works, which it nearly always does, then I use more wholemeal the next time. I haven't found a good never-fail recipe for a wholemeal cake yet so if you have one please let me know.