Can say I have not noticed any difference other than they start off gold, but that soon wears off and you are back to a nickel needle. I think the size of the needle is more important, I prefer to use a smaller needle that goes though the fabric without being sticky.
I have never used a gold needle but I have heard that some peoples body chemistry can cause normal nickle plated needles to tarnish very quickly so they will use gold ones as they dont tarnish quite as quick. I also know one girl how is allergic to most metals but can tolerate gold.
I have occasionally bought gold plated needles for doing french knots and bullion stitches, and am maybe kidding myself that this makes things easier. Ive also acquired them in kits. There are some that last ages (then the eye breaks) and some where you find bits of the gold on your work. One thing I have noticed recently is to watch out for "burrs" in the eye of a needle. I am wondering whether I have just had a bad batch.