I am a Spyderco lover, but I have owned and used both knives and loved them both dearly.
M4 steel in itself is an amazing steel, the only downside being that it's not stainless, however, the other things(Edge retention, ease of sharpening, and overall wear resistance) kind of edge that out.
Benchmade 810 Contego - A big beast of a knife in general, my main complaint was that although the edge wasn't extremely thick it didn't really slice very well. It was made to be a harder use knife and it truly is in every aspect, but you can still have a hard use knife that slices well(ZT 0801 for example). It's made in America which is a HUGE plus to a lot of people(this doesn't matter to me and I will explain why on down). The blade coating is the main winner here for me. I'm not a huge fan of coatings but on a steel that isn't very resistant to rusting and staining, the coating really helps and is a plus in every way when it comes to that. The G-10 is very aggressive, which isn't a huge problem, it's great if you wear gloves a lot and if you need a lot of traction, however it can and will tear up your pockets and this is a downside for me. The deep carry clip is GREAT. I love a deep carry clip, the plus on this one is it never bent out on me, I got it caught on a little bit of everything and it always stayed in place, so it's a very well made clip and hides a rather large knife very well. The knife has a great jimping and your grip will never slip, however, it can be a bit aggressive. We all know that the Axis lock is a great and very strong lock, but this hasn't really stuck out to me as I've never had a lock(like a liner lock for example) fail and other locks have proved to be plenty strong. The knife is amazing overall and great if you like a big beefy knife and do A LOT of hard use.
Gayle Bradley:
This knife is the winner for me out of the two. The Spydie hole makes it very accessible even with gloves on. The jimping isn't as plentiful as on the Contego but what it has works perfect and you don't need it to me ridiculously aggressive for it to feel great in the hand and still have a great grip. This knife is not as big, so to me it's a bit more comfortable when carrying and operating. It does not have super aggressive scales but the grip on the Carbon Fiber is very nice and still works to have a nice firm grip on the knife(and it's prettier). The Gayle Bradley's blade is close in thickness to the Contego and is still a hard use knife that holds up very well, but it is a heck of a slicer as well so it truly makes a better all around EDC knife. The liner lock however does not have a recess in the handle to make it more accessible. For a few people this has been a real problem but for me it never posed one. The liner lock has jimping on it and is still fairly easy to use, plus after a few times you really get used to it. This knife doesn't have a deep carry clip, but it does have a lanyard hole and doesn't stick very far out of the pocket(maybe 3/8" at most). The lanyard hole is a plus for me because the lanyard really does make it easier to retrieve a knife(for me at least). The knife doesn't have a coating, like I said this is the main edge that the Contego has over the Gayle Bradley. However, as long as you wipe the knife off after getting it wet or something you should be fine. The main reason this knife is the winner is the fit and finish. Yes, it's made in Taiwan, but the fit and finish of it leaves the Contego in the dust. While the Contego is a great knife and has wonderful fit and function, the Gayle Bradley is completely centered, solid in every way, even after loosening the pivot quite a bit. There are no rough edges and overall it's just amazing. A beautiful and wonderful knife in every way. This is one of the few knives I regret ever letting go.
I think it's great when things are made in America, but I hold no bias because I have seen things made just as well(or better) in other countries.
I would pick up the Gayle Bradley, if you don't love it, trade it for a Contego. But, I'm sure you'll love it as much as the other owners and users of it.