Brand doesn't make as much difference (from my experience) as ethanol content -- that's the real kick to the nuts for MPG. But if you have a favorable experience with a particular station or brand, follow your instincts.
slow speeds = focus on tires, weight**
high speeds = focus on aero**
**always refine your driving style and maintain engine quality
Never give up. Knowledge and using that is your greatest weapon in the war against the EPA and poor MPG. (At least that's part of my motivation...

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