I remember seeing reading a study about this back when I was in Ag school over a decade ago. I can't remember what crops were tested but there was a slight yield advantage to planting North/South. Sorry I don't remember the % yield gains over East/West, but they were in the single digits.
If not for other factors, I would plant my whole farm N/S. Unfortunately topography, field shape, and in my case, oilfield access roads usually dictate a planting direction other than N/S.