Caravan escort for example, can only be done with people of your Grand Company. It's not exactly a "benefit" (as in reward), I know.
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As far as I am aware, the bonuses for members of the same GC only applied to the level 25 Ifrit battle, according to my memory and Eorzeapedia. I neither saw nor remembered anything about bonuses for the harder primal fight.
Im just glad I was too lazy to join a GC yet, now I can join Uldah for the THM weapons instead of the CNJ ones.
Shame really, I was looking forward to being in Griddy. :/
Are you going to ask for a switch every time the promotions are increased?
The items listed are only up to Sergeant Third Class...by the time, you get to the upper echelons, I'm sure all three companies will have comparable equipment with slight variations. Yes, it seems like some items are alot better than others right now, but I don't think you will be gimped in any way in the long run. So live with the consequences of your decision.
Personally,
I think you should be able to change GCs solely from the point of you cannot experience the entire story with only one character, something SE repeatedly says is most of the reason they do not let you make many characters like every other MMO you pay for (and some you don't).