The benefits of feeding your dog a grain free diet and grain free dog food are shinier coat, better smelling breath, increased energy, less fur shedding etc.
A grain free diet can also help to reduce the dogs food allergies and keeps the dogs stomach feeling fuller while eating less of the food.
However I wouldn't strictly feed your dog a grain free diet since a dog only eating grain free food has an increased risk of developing heart disease due to an enlarged heart caused by eating a strictly grain free diet.
Feed your dog some grain free food but also feed them grain based food for the best health for your dog.