I feel like it's probably the lettuce filling you up, not the condiments.
On the topic of bread, yes, go whole grain if you can, and if you're a calorie counter, make sure to check the calories when you buy it. I eat a sandwich every day, and I have my share of bread woes. Where I am, any bread other than white is very, very hard to come by, and bread can range from 169 to 250 calories a slice. Which is probably double the calories of everything I put between those slices!
I don't know what bread where you are is like nutritionally, but if it's anything like this, it's a serious investment in your calories for the day.