The gear they offer varies somewhat, but they're also all pretty similar. I'd go with the one with the most charismatic leader, or the one most of your friends/linkshells are associated with. You could also peruse databases such as mooglebox to figure out which one has the best stuff for your class.
For example, Ul'dah level 50 chainmail armor is less than ideal for gladiator tank, as it lowers enmity by 20. Can be used when soloing just fine, however.
In short, there are nuances, and I sometime regret that I'm with the flames, but I don't really think it makes such a big difference that I'd reroll a character. Given the chance to change, I might pick a different one at the moment, however. (I think Limsa is the one that matches the stats I'm looking for the most atm, but I'd have to double-check)
FFXIV: Cloe Delisle
Scholar, officer of the SWAGGER Free company, Sargatanas server.