The quality of fuel can make a difference to MPG, however the price of fuel is often not related...
modern engines will adjust various parameters to run as efficiently as possible to deliver the demanded torque. If the fuel is poor, they can consume more to produce the same speed/torque.
however as for mpg and comparing fuel stations - one real, but useless, anecdote from me:
6 years ago in a Nissan - filling up at Sainsbury's I got 20 to 25 miles less range on a full tank than filling up at Asda.
However when using the same petrol station a few times in a row I got the same mpg at both.
MPG was calculated by miles driven versus litres required to re-brim the tank.
Why? At Sainsburys I could get 2 or 3 litres less into the tank than at Asda. This was because the Sainsbury's forecourt had a significant sideways slope and this caused an airlock at the very top of the tank.
This was pretty annoying as I calculate MPG on every refuel stop and the inconsistency was making it impossible to know what the mpg really was. Monitoring regularly can let you know of an engine problem developing... although mainly it's just a habit.
The answer? I got a diesel instead. Then a more efficient diesel estate... Then another for the wife.
I'm currently driving a £320 ebay boat anker 106(D) that's giving consistent 50 to 52mpg per tank.
At some point I'll fix the wife's car and should sell the 106... although the engine might make a good donor for a Minor.
The 106 engine is old enough to be low tech, it's fairly low miles, the car is worth little. The only bit that would take some thought would be to re-hash the engine mountings.