So does a GPU miner like myself gain anything by using a higher user difficulty in Slush's pool?
No, not that I know of. I've tried it and all you get is fewer shares/min. The adjustable difficulty is really for miners of FPGA and ASIC because those high-throughput devices would clog the server. By setting a higher difficulty, the machine deals with fewer shares but they are worth n*1 shares in slush's stats.