Pages 6 and 7 show all of the CC messages that are in the standard.
I do not have any actual MIDI hardware, so I can not tell how each one will react on different devices, but I'm sure someone else will be able to help out.
Bank Selects you have already seen are different if it is GM, GS, or XG.
I believe CC reverb depth would work on "all" devices, while SYSEX reverb depth would be specific to a manufacturer or device.
CC messages are part of the MIDI standard. SYSEX format is, but the actual SYSEX messages are not. SYSEX = SYStem EXclusive, meaning they work on certain systems (devices) only, and not others.
Some good explanations of what each CC message does can be found here, and might help you decide what to implement: