Hi, and welcome.
Short answer - go for wherever your cheapest fuel comes from.
In the UK supermarkets have a load of purchasing power so they get their fuel from the same refiners as the big fuel company stations (e.g. BP, Shell, Mobil etc.), same additives, same processing. Your fuel filter will pick up a load of crap if there is any and a new one is a few quid and 2 minutes to change.
If you have a fetish for some kind of special fuel (e.g. Shell VPower) then go and visit a Shell garage and you will get whatever extra goodness that may offer (which in my view is zero), otherwise supermarkets are fine. Supermarket stations also have the following advantages :
a) they often use fuel as a loss leader, so they are cheaper.
b) have a strong throughput which means their tanks are refilled more often, so less chance for dirt and crap to settle.
c) there is usually a "fuel for shopping" or a "shopping for fuel" discount on.
You will see much more benefit from the 100 tips thread on here especially with a petrol car.
Good luck and keep tapping experiences. We in the UK need more presence here
