For the most part, all federal benefits are available. There are two major exceptions: Social Security and VA benefits.
The Social Security Administration (SSA) and the Department of Veterans Affairs (VA) are legally required to use a person's state of domicile to determine the validity of a marriage and whether a spouse is eligible for survivor benefits. This means these agencies use a state's definition of marriage.
All other federal agencies use the state of celebration to determine whether a marriage is valid. If the marriage was valid in the state where it was celebrated, it is valid for federal purposes.
The IRS, for example, recognizes all same-sex marriages regardless of where the couple lives. Therefore, all married same-sex couples must file as "married' for federal tax purposes.
The U.S. Supreme Court decision in Windsor does not affect the laws that govern SSA and the VA.
The only way to change the SSA or VA law is with an act of Congress or a court decision. The Supreme Court could resolve the issue by requiring all states to recognize out-of-state marriages by lesbian and gay couples.
The Respect for Marriage bills are pending in the U.S. House of Representatives and the U.S. Senate. Contact your Congressional Rep and U.S. Senators and encourage them to support this bill. However, as a practical matter and given the disfunction that exists in Congress, it is unlikely the Republicans will permit the SSA and VA laws to be changed. I expect it will take a lawsuit to resolve the situation.
In the meantime, if you think you are entitled to benefits, file a claim. If denied, file an appeal. This preserves your right to back benefits when the situation is resolved. It also means you are positioned to take the matter to federal court and raise the constitutional issues.