I got angry at my wife for using Delta gas in our new Saturn SUV. She was trying to save money, but I’ve always used name-brand gas. My father taught us to always go to Amoco, Exxon or Mobil. Now I’m not so sure that I haven’t been over-paying for gas all these years. Is there really any difference? I know that gas is a commodity, but I sometimes hear about the discount chains getting the gas on the bottom of the barrel, and it contains more engine-harming particles. What’s the real story?
If it’s new, I wouldn’t worry too much. I can’t provide any hard facts, but I do know that even the highest grade of gasoline from the local Crown discount chain makes my engine (70,000+ miles) knock like crazy. Switching to regular grade name-brand gas (BP/Amoco is the closest station) corrects the problem. On the other hand, the gas from Trade Mart and Happy Store discount chains near my parents’ house doesn’t cause this problem. It’s not a problem with the engine itself - I checked into that the first time the knocking occurred.
For what it’s worth, my parents’ 1964 Ford Galaxie gets only high grade Amoco gasoline.
I don’t think it’s the gas as much as it is how the tank/pumps are maintained. Some places ALWAYS have crappy gas. Other cheapo places are fine. It depends on the station and the car the gas is going into.
IIRC, the major difference is that the big names have proprietary detergent formulations. In a brand-new car, these shouldn’t be that important. Shop around. If you find one that causes problems, cross it off your list (ala Kalhoun). Otherwise, use the cheapest you can find. My 2000 Nissan Frontier burns anything without a problem, so I shop for discount gas. 
My brother, father and I have all found that Exxon gives us problems, but other than that, I buy the cheapest thing I can. It all comes from the same source, and chemically, you can’t water down gas, if that’s what you’ve been told. They aren’t misible. My livelihood depends on organics and inorganics not becoming one thing.
Along the lines of what Kalhoun said, the condition of the tanks in the ground is important. A rusty, crappy tank has a greater chance of letting water seep into the gasoline, which then makes that fuel pretty damaging. Smaller companies, non-brand name retailers, are usually operating closer to the breaking even point, and tend to let those tanks go longer than they should without maintenance or replacement.
Worked in a refinery in Canada during college. We were one of 3 or 4 refineries in a cluster, so they all outsourced labour from a specialised contractor. This means that the guys I worked with had all worked in all the other plants. Canteen-truck scuttle-but was that some companies, (a rigid mineral protective layer for mollusks comes to mind) got rid of some heavy waste-oil and other by-products by disolving them in gasoline sold to “independant” gas stations that were not affiliated with the company. I have avoided buying fuel from that company ever since. The company I worked for, often associated with a large indian feline predator, did not indulge in such practices at the time, in that facility.
On another note, when I lived in a difference city, at an altitude below 1,000ft asl, I used to buy gasoline with 5% ehtanol, which resulted in a consistent 10%-15% improvement in fuel efficiency compared to big name brands. (I measure at each fill-up) When I moved to Calgary, at 3,500 asl, and filled up at the local outfit that sells Ethanol added gasoline, I noticed no change in my fuel efficiency at all compared to brand name.
Now, being at higher altitude, with a lower O2 partial pressure, and Ethanol being an oxydiser, I would have expected an even greater improvement in efficiency. I could only conclude* that the company in question, (another word for Iroquois or Mohican comes to mind) either did not add significant quantities of Ethanol, or had other crap in the gas that brought the efficiency back down.
So yeah, bottom line, I think that, in addition to value-added additives like detergents and fuel-line antifireeze, not all gas is alike. I suggest that your best bet is to go with the gas that give you the best mileage and smoothest running.
*Unless I got the physics/chemistry wrong of moving to higher altitude, in which case please do enlighten me…
This might not be that much of a problem what with the new tank requirements that were instituted about a decade ago. Stations that had the worst tanks probably went out of business due to not being able to afford to bring them up to the new codes.
Shell?