It's probably more important firstly to cut down on how much bread you're having, than worry about the calories per slice. I mention this because it's often the "easiest" step to weight loss, to not sacrifice the stuff you like but to try to have less of it, because that way you're still enjoying the food rather than feeling you have to abandon everything you enjoyed. Or at least, I think it's probably one of the easier steps.
As to the healthiest bread type, it may depend a lot on what you are looking for in "health". I'd say that one of the primary considerations should be to ensure that you have a high fibre content in the diet. That tends to mean:
(a) wholegrain;
(b) unrefined;
(c) relatively few ingredients.
If you reduce the calorie count elsewhere, taking the hit of an extra few calories from a slice of bread would be worth it if you're getting the fibre you need.
Finally, you may wish to check out either Ezekiel bread or sourdough bread.