This is something I've been thinking about as well, and to me it seems as if different films have grain in different places, so to speak. Neopan 1600, for example, is somewhat grainy, but most of the grain is to be found in the transition areas between the almost black and the dark grey parts of the image. This, in my opinion, results in a very pleasant look that is almost reminiscent of lith prints.
On the other hand, Ilford HP5+ seems to have much more grain in the lighter parts of a picture (which with Neopan 1600 are almost grain free), and the grain to me is therefore more objectionable.
It is certainly possible that what I'm seeing is due to the higher contrast of Neopan 1600, or differences in development, but it would be interesting to hear if anyone else has noticed this.