Caffeine alone has some benefit; it's mostly mental/physical energy, can raise the spirits, etc. You can also burn out quicker using just pure caffeine. Adrenal exhaustion will be a widely understood thing in 10-20 years I promise. It's mostly caused by living exactly how people are living these days, i.e. overstressed, under rested and RUNNING on caffeine. (Starbucks 2: The Mermaids Revenge)
Anti-oxidant type benefits are from the beans themselves or if you don't like coffee, tea leaves have a bunch of good stuff too.