Low cost, low tier gas stations partly achieve their cost savings by contracting fuel lots which, while technically meeting the spec, have lower quality fuels blended in because they're willing to buy fuel coming from the slug in the pipeline where one batch ends and another batch begins. Higher tier stations pay more to avoid those supply variances.
But practically speaking, I've fueled up locally, I think at Shell, and there's a sticker on the pump saying that the diesel isn't sourced from a Shell supply chain, or something to that affect. Basically, the sticker's implying that they contract out diesel supply from someone else, so perhaps we really don't know how tightly its quality is ensured.
Also, while I'm as proud of fuel economy as the next guy, i'd hesitate to attribute short term variances to where I bought the fuel. A statistically significant study, eliminating variances in temperature, humidity, air pressure, winds, DEF cycles, and of course route and traffic conditions, would be quite difficult to achieve and I doubt I could accurately say (from the viewpoint of being a licensed mechanical engineer) that one fuel gave me more mileage than another. Although I admit my driving conditions (city, front range, varying altitudes and wildly varying weather) may be more variable than others...
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