you're probably right in thinking the credit rating difference is not a major concern, but the difference is there for a reason, and you are being compensated more for that risk with their slightly higher interest rates.
thats how risk/reward works.
one extra thing though, they probably wouldn't get bailed out by the government whereas the others might, maybe.

Thing is though with only a few thousand (sorry, not being rude , just saying) its not exactly going to make a difference to your life getting slightly higher interest rates, whereas losing a few thousand in its entirety may do, so why take any risk with the money. You're either in for a pound or you're out. In which case you should probably buy shares. Or, be safe and put it in one of the big trading banks.

my attitude to risk is that I take it or I dont. but when I dont i make sure its completely safe.