How to make bread dough properly?

It almost seems that every single bread recipe I use will always give me a dough that is very sticky when I'm kneading it. I put flours in my hand and in the surface (where I'm kneading), but a couple seconds later, it's sticky again. Does this mean I need to continue kneading until it becomes dryer, or do I need to put more flour? When I put more flour, it ends up being lumpy and "holey"; not smooth at all. I use all-purpose bleached flour. Any advice?