Thanks for all the advice so far! A bit more info from my side:

The machine I'm using is a Morphy Richards Fastbake breadmaker, which makes 1.5lb or 2 lb loaves in a rectangular tin with a single paddle in the bottom. I've tried the basic white bead and wholemeal bread recipes, and measured everything very carefully, added ingredients in the order they told me (water first, yeast last), and in both cases the bread always comes out a bit cakey. It rises ok and does not seem overly dry or moist, but the texture just isn't quite right - it is crumbly in a cakey way rather than springy like bread bought from a bakery.
I've also tried some substitution - using the wholemeal recipe but substituting varying proportions of the wholemal flour with white flour. Most recently I also tried leaving out the milk powder but none of these have helped. Certainly more white flour = a lighter loaf, but the texture is still cakey.

I have on occasion also used packet mixes where you just add water, and these are much more succesful, which does make me think that it is the recipe that is the problem, not the machine, water, or altitude... but those packet mixes are expensive.

The recipes I'm using are:
basic white bread (1.5lb)
1 1/8 cup luke warm water
2 1/2 tbsp skim milk powder
2 1/2 tbsp sunflower oil
2 1/4 tbsp sugar
1 1/4 tsp salt
3 cups strong white bread flour
1 1/4 tsp fast action yeast

wholewheat bread (1.5lb)
1 1/8 cup luke warm water
1 1/2 tbsp skim milk powder
2 tbsp sunflower oil
2 1/2 tbsp brown sugar
1 1/4 tsp salt
3 cups strong wholemeal bread flour
1 1/4 tsp fast action yeast
optional crushed 100mg vitamin Ctablet - I've never added this because I don't have any!

the other thing with both these recipes is that the bread tastes quite sweet - and compared with the recipes that John sent links to right at the beginning of this thread it does seem that they have a lot of sugar. Not sure if that could be part of the problem...

Not sure which makes of flour I've used in the past but I've always bought it from the supermarket and it has always been labelled as bread flour and suitable for breadmakers etc. I think I've usually chosen the ones labelled 'strong' since that is what my recipes say I should use.

Sounds so far like maybe I should try a different recipe, and/or try adding gluten, and/or try mixing my yeast with the water & sugar before I start... lots of experimenting! If any of you experienced breadmaker users could advise which of these might be most likely to help, I'll try that first.

Many thanks!
Jess