So I tried to compare more closely for other parts of the world. It's a big and complex picture, but this may be a start.
The coverage of both GHCN and GSOD has varied a lot over the years. GHCN had many more stations in the decades before 1992; GSOD has not declined in numbers recently, but numbers varied between 1940 and 1972, and there is very little before 1940. I decided to focus on the big contrast in numbers of stations recently reporting, where recent means since start 2008.
Here are the side by side plots. I tried superimposing, but there is too much overlap. I tried combining images using color addition, but found it too hard to get the pixels aligned, so the result was blurry. Side-by-side worked out best.
Many people have noted the Africa gaps in GHCN. GSOD fills some but not all - esp Zaire.
GSOD certainly has more Antarctic data. It will be interesting to see if it has stations that GISS does not cover.
GSOD has much denser coverage of both China and India, although GHCN may well be adequate. Tibet is a gap in both.
GSOD does better in the Eastern arid regions, but the Western desert is still sparse.
GSOD fills some gaps, and there's overkill as well.N Scandinavia is shown on the Arctic map.
Generally better coverage, even in NE Siberia
A general observation is that GHCN does seem to have a well chosen distribution. One would generally think that the tendency of GSOD to cluster should do no harm, but in fact it does put more pressure on the weighting system to make sure that the very dense regions don't disproportionately affect the result. Gridding limits the damage that could be done.