I bought my racquet (Flexpoint Prestige MP) with a 4 1/4 grip. I have pretty small hands and figured since Fed and Nadal use smaller grip sizes than sizing would indicate I'd be fine. After long hitting sessions I began to feel pain in my wrist, and lack of control against heavy incoming shots.
So I decided to build the grip up to a 4 3/8. Since then, my groundies have more stability under fire and apart from a tiny decrease in manoeuvrability at net there's nothing I can complain about, each shot feels crisper and more solid. Now, I hit pretty flat apart from approach backhands and the occasional cheeky drop, so spin isn't my thing, but the lesson is surely that what's right for one person may not be right for you, even if that person's Nadal or Fed.