I think most of us grew up around bread pudding in some manner. We might have it for Christmas or it might be a way to use up the older bread and ends just like my mother did. About once every couple of weeks, my mother grabbed the older bread, crusts, ends and tore them into pieces. She add a mix of eggs and milk after mixing in a bunch of grated cheese. She made sure the mix was nicely wet and sloppy before throwing it into a pan and baking at 350 till nice and brown.
My grandmother on the other hand always made a sweeter mixture with bread, raisins, brown sugar, eggs, and milk to use a a dessert. She always used stale bread and we'd enjoy it. I think it was the same recipe her mother used so its been around for a long time.
When I visited the Polynesian cultural center, several years back, I tried some of their bread pudding made from Taro bread (a nice light purple bread) with coconut. It was so good, I ended up eating several pieces.
Did you know, they've traced the origins of bread pudding back to the 11th or 12th century when cooks used left over stale bread so it didn't go to waste? In the 13th century it gained the name of "poor man's pudding" because it was eaten by the lower classes. Since this time, its gained popularity and become a regular at some of the high class restaurants. In addition, the food network has tons of recipes.
It seems that bread pudding is being made out of brioche, danish, coffee cake, hamburger and hot dog buns. Basically, you can use any type of left over baked goods. As for what you add to it, you can add just about anything you want from liqueur soaked raisins, nuts such as almonds, walnuts, macadamia, chocolate chips, coconut, dried fruit such as cranberries, blueberries, etc or even orange zest, orange juice or fresh fruits such as raspberries.
Make sure the bread is old and stale as it absorbs the liquids much better. The base liquid is milk but you can add other liquids to it such as orange juice. For a really rich bread pudding you might want to use half and half. Just remember to mix the liquid with the eggs well, add in a bit of vanilla or other flavoring and perhaps some butter.
Enjoy experimenting and having fun creating your own unique bread pudding.