Kudos on making the changes needed to reach your target weight - and even more kudos for wanting to continue making healthy changes!
When it comes to bread, the "healthiness" is a subjective measure based on individual needs. How "good" it is depends on personal preferences. It really is up to you to decide what the priorities are for you choice (amount of protein, amount of sodium, amount of fibre, texture, density, flavour, types of grains, which additives you can accept and which you can't... to start with!).
When it comes to protein, unless there is some kind of protein adder (often dry milk powder or whey protein or soy protein), then you won't find a bread with more than about 4g per 40g serving, since grains don't have that much protein in them. You'll need to read the ingredients list to decide whether the particular additive is acceptable to you or not.
When it comes to sodium, the "standard" used to be 2%-2.5% baker's percentage of salt (so - 2% of the raw flour weight). This is shifting now, so many bakers are bringing this down so that the overall salt content is no more than 1% of final baked weight. Europe is ahead of North America in this change, but do check the labels.
For fibre, it really depends on types of grains in the bread, and any extras (like nuts or seeds). Whole wheat flour has over 12g of fibre / 100g of flour --- while "white" flour is only just over 2g of fibre / 100g of flour. If the nutrition label shows less than 3.5 to 4g of fibre per 40g serving, then you can be sure that there is a fairly high percentage of processed white flour in it. If it is showing much over the 4g of fibre, then check the ingredients for adders such as inulin or chicory root or psyllium husk and decide if those are acceptable to you.
Personally, I prefer the flavour and texture of naturally leavened breads (sourdough) as opposed to commercial yeast leavened. This is one of those things that you really need to be careful of when purchasing, since many labelled "sourdough" breads really just have some culture added for flavouring and don't have the flavour / texture / nutritional differences created by using only natural leaven with its bacterial component.
While I always strongly recommend making it yourself so that you have full control of the ingredients, I'd suggest that your next best bet is to find a local artisan baker who can talk you through the pros / cons of various types of breads and let you try some out to see what you like. Really - that's what it comes down to, because something that you don't enjoy eating isn't really "healthy" at all...
Sir Terry Pratchett:
"Science is not about building a body of known 'facts'. It is a method for asking awkward questions and subjecting them to a reality-check, thus avoiding the human tendency to believe whatever makes us feel good."
Starting weight: 258 lbs
Maintenance Range: 147-155 lbs