I mainly use Shell when I can for two reasons.
The first is I believe that you should support the company that employs you. Probably just a token gesture with the pissy amount of fuel that I use compared to whats in the grand scheme of things, however it satisfies my work ethics.
The second reason is more to do with the fuel itself. When Shell were introducing V-Power into the WA market we had a couple of reps come to us with a presentation on what was involved in developing the product & what goals they were aiming to achieve, as well as other things like marketing strategies, distribuion etc. While there was probably some "sales type hype" involved, including the figures of the mega dollars invested in R&D and setup, the general crux however was fairly impressive. No doubt the other oil companies probably do the same, so based on that I couldn't say that one is any better than the other, just that I prefer to use what I know.
I think it's probably more important to get a consistant quality of fuel, which is why I usually try to stick to the same servo's all the time, one's that I've never had any issues with fuel at before.

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The older you get the more you realise that no one has a clue. Every one is just winging it.
MY05 STI