This is from Martha Stewart.
Everything but milk and water must be at room temperature.
2 Tb butter, softened
3 1/2 C flour
1/2 C water, 100 degrees
1/2 C sugar
1/4 C whole milk, 100 degrees
2 lg eggs, lightly beaten
3 lg egg yolks, lightly beaten
2 tsp coarse salt
2 tsp active dry yeast
Butter a large bowl and set aside.
Stir all ingredients in a large bowl until well combined. Turn onto a lightly floured surface, and knead, adding flour if needed, until smooth and pliable, about 15 minutes.
Transfer to buttered bowl, brush with a little melted butter and cover loosely with plastic wrap. Let rise in warm place about 1 1/2 hours until doubled in bulk.
turn onto floured surface, knead 5 minutes. Return to bowl. Brush with a little more melted butter and cover again with plastic. Let rise another hour, again, until double.
Oven to 375. Divide dough into three equal pieces and roll each piece into a ball. Cover with buttered plastic and let rest 20 minutes.
Roll each ball to 12 inches long, leaving the centers a little thicker than the ends. Braid, pulling them as you go. Tuck ends of braid underneath. Transfer to buttered baking sheet and cover again with buttered plastic wrap. Let rise until almost doubled in bulk, about 45 minutes.
Brush lightly with an egg wash and bake until golden brown and firm, and a thermometer inserted into the bottom reads 180 and comes out clean, about 35-40 minutes.
If challah browns too quickly, tent with foil.
Transfer to a wire rack and let cool at least 45 minutes.