We started as a .co A while after we bought the .com Now we are considering if we should change everything we've built to the .com domain Are there any benefits in terms of SEO or similar?
From a SEO perspective the domain shouldn't really make any difference - or at least not a major one. As Google often emphasizes they try to rank by relevance for the user. There's one main exception, which would be ccTLDs (country level domains). And while .CO is a ccTLD, it's considered a generic domain by Google.
There were some TLDs that would negatively affect ranking, but .CO wasn't one of them.
I do think you should always try to own the .COM though - as domains get passed on by many means, i.e. word of mouth etc. Users are used to seeing/hearing .COM more so than .CO, so they might just try to visit the .COM instead of going to your site.