From boronia in "if the shoe fits": "...but that could be a whole nother thread"

I don't recall ever seeing an adjective placed inside the word it modifies. Fun! Actually, I say "a whole nother" from time to time, but have never seen it written. Should there be an apostraphe in front of the n? How about after the a?! Actually, I guess there is no use in discussing the spelling of "a whole nother" since the "whole" part is redundant.

Robert