Definitely get some bread pans and bake in those if the crust is getting hard in the machine. It is not a lot of extra work. I bought the Breadman deluxe yesterday ($50 at target) and made a one hour recipe. It looks pretty good! However, I rarely bake in the machine, but prefer to make rolls, cinnamon buns, pizza, pan de mie, etc and use the dough setting almost every time. I've had bread machines for 20+ years (since they came out) and am much happier with oven baked loaves.
I use the regular and rapid-rise yeast at different times. For bake-in-the-machine loaves I use the rapid rise but for other things it rises too fast and the bread gets too puffy.