I've been playing D'Addario EXL115W's (.011") for many years, and I'm moving up to EJ21's (.012") on both of my Yamaha SBG1000's. They have Gibson-style tunomatic bridges and tailpieces, so there's no tremolo issue. But I certainly would not be making that move from .009" or even .010" string sets.

Once your guitar is properly set up, and aclimated to the tension increase, you should find:
- much more bass and mids
- thicker tone
- less 'snap' but better sustain
- you may be able to lower the action
- a little trem movement makes a big change in pitch