Bread flour is higher in protein, I think, and allows the bread to rise a bit better than all-purpose flour, but all-purpose flour works. Gold Medal makes a "Better-for-Bread" all-purpose flour. I get King Arthur brand bread flour at Raley's.
I get King Arthur Bread Flour at Market Basket, usually on sale. Works wonderfully well in my bread machine. Granted I only make dough with it, but it's perfect. And I use Fleischmann's Bread Machine Yeast.
You can use regular flour, especially if you live anywhere in the north. Northern red wheat has more gluten in it. If you live in the south, you probably have soft southern wheat which is wonderful for making cake and biscuits but not bread. Either way, you can buy wheat gluten separately and add a bit to your regular flour (1/4 cup or whatever is on the label).
I buy bread flour at costco( it says excellent for bread machines on the bag ). Around here I can get it for almost half of what I would pay at the grocery although it only comes in #50 bags. I always used to use all purpose with not much difference. Supposed to be a better rise with bread flour. I use my bread machine all the time but just on the dough setting and finish in the oven. The most important thing I have found is to check the dough after 10 minutes or so and make sure you don't need to add more liquid or flour. I get better results when I leave the dough a tad bit sticky.
If you do not want to keep both bread flour and all-purpose flour, buy some vital wheat gluten. Large supermarkets would carry it in the baking aisle - Bob's Red Mill, Arrowhead and Hodgson are all nationally sold brands. Add one or two teaspoons to every cup of all purpose flour to bake the equivalent of bread flour. It is also great to use with your whole wheat breads or any bread that has non-bread flour in it (oatmeal, rye, etc). It strengthens the gluten in your dough, so that you get a better rise.
If you have GFS in your area, check out their flour - smaller bags than Costco. They carry high gluten flour - only flour for bagels! - and you can mix it half and half with all purpose to make a bread flour. Or use for pizza dough or other breads. I really like it.
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