It comes out cakey because if you add oil, milk eggs etc it is a cake. Chuck the bread machine and make proper bread. All you need is yeast, water, salt and flour. If you do sourdough you don't even need the yeast it and knead it yourself and leave it to rise. Knock it back and put it on a baking tray or in a loaf tin. Cook it unitil it's risen and brown. Eat, and it'll be the best bread you've ever had. You'll understand why breads called 'the staff of life'.