I utilised the OpenCL programming interface to write code that would run the same kernel functions on CPU and/or GPU devices (using heuristics to trade-off latency/throughput) which is something that is not possible afaik using the CUDA toolchain.
TL;DR YMMV and horses for courses.
Since I am working on code generation of Kernels to perform dynamic tasks, I can't afford to write at the lowest level available. (I'm accelerating Python/Ruby routines though so OpenCL gives a significant bonus without much pain at all.)
[1] http://dl.acm.org/citation.cfm?id=2066955 (Sorry about the paywall, I access through University VPN)
Nvidia is in the slow process of eventually discontinuing further CUDA support, and it is recommended to write new code in OpenCL only.
[Citation needed]
Their OpenCL support is still limited to v1.1 (released in 2010), while just few months ago they've released a new major version of CUDA with tons of features nowhere to be seen in (any vendor's) OpenCL.
[1] http://www.techpowerup.com/181585/NVIDIA-CUDA-Gets-Python-Su...
[2] http://www.mathworks.com/discovery/matlab-gpu.html
[3] https://www.quantalea.net/media/pdf/2012-11-29_Zurich_FSharp...
Well that's certainly not true in the general case.
"Because it's hard" is a cop-out.
"It's too hard to accomplish given constraint [X]" where X is a deadline, financial constraints, or other real/tangible resource limitations might be one thing. But if you're working on your own timeline on some sort of open-source project, or there is nothing external preventing you from acquiring the expertise/resources to conquer the hard problem, then "Because it's hard" is an absolutely shitty excuse to not do something.
That said, if it makes sense for your project, make it happen! :)
I'm not trying to convince you you don't need it or shouldn't do it, I was looking for a datapoint about what you find valuable in OpenCL.
Firstly, CUDA is just more mature; there is a very large and well-established set of libraries for a lot of common operations, there is a decent sized community, and Nvidia even produces specialized hardware (Tesla cards) designed just for CUDA.
Second, all that generic-ness of OpenCL doesn't come for free. With Nvidia, you're just working with one architecture; CUDA cards. Optimizing your kernels is much easier. OpenCL is just generically parallel, so you could have any sort of crazy heterogeneous high-performance computing environment you have to fiddle with (any number of CPU's with different chipsets and any number of GPU's with different chipsets).
I haven't used OpenCL myself, but almost purely anecdotally I have heard many people say that CUDA is often slightly faster[1] and the code is easier to write.
TL;DR: CUDA sacrifices flexibility for ease of development and performance gains. OpenCL wants to be everything for everyone, and comes with the typical burdens.
[1]: Maybe this is a result of OpenCL being more generic and so harder to optimize.