I always have this question in my head. As of I know, the popular fuel/gas station in our place(Sabah/North Borneo) are only Esso, Petronas and Shell. So, we don't have chance to try other fuel/gas station such as BHPetrol or caltex or maybe NGV.
Because I'm so lazy of copy&paste thing and it against the law for any copyrights website, I'll redirect you to this web.
But from my own experience, it is different. I've tested this on my brother's car which is Honda City SX-8. For RM20 of Shell petrol, I can drive for almost 5 days before the fuel meter goes to E again. With Petronas, I can drive almost a week before the fuel meter pointing to E. Same driving style and same distance. I also have tested BHPetrol while driving from Tapah to Melaka. From what I observe, BHPetrol burns too quickly. In such a short distance (Tapah to KL), the fuel meter needle pointing back to its last position before I refill the car. So what does this show?
That is about petrol(RON95). About diesel, I'm using shell diesel. Before the introduction of the new diesel formula in Petronas fuel/gas station, the Petronas diesel is kind of good. The diesel burns equivalent for power to mileage. Then the new formula arrived ~ no more power and diesel eating. I tested this on my father's car which is the Nissan frontier 2.5D. With Petronas, go and back from Tambunan to KK (distance approx 190KM) consume about RM45 with lack of power and pickup. When I switch to Shell diesel, go and back from Tambunan to KK consume about RM30-35 + power + pickup.
With only this information, I can make conclusion that:-
~> Petrol? go to Petronas
~> Diesel? go to Shell
All fuel/gas station have their own formula/additive added to the fuel. So it is up to us to choose which fuel/gas/diesel that is suitable for our car. The car maybe have the same shape or specification but on the inside(engine), it is totally different. ~cheers (^^)