I would agree with Mitch - the quality of even the same brand by station varies greatly in this area. I've used a Shell ULSD in the University area with tremendous results - very smooth, lots of power, no smoke, quiet running and excellent mileage. I let that fool me into buying Shell ULSD at another station 8 miles away. Smoke, louder engine noise, less power and nearly 3 mpg less fuel economy resulted. I even double dosed that tankful with PS gray and it didn't help very much at all. A really low quality fuel.
I have used Shell ULSD at the University area station many times since last fall - it has consistently provided excellent results. I also notice many large service diesel trucks at that station, every time I've fueled up there. I have to believe that either different supplier/additive packages or lack of quality control at the other shell station is the cause.
After that experience, I tried half a tank of Walmart (Murphy Oil Co.) - a real stretch for me as I tried them in the summer of 05 and it sounded like a jackhammer - I thought the engine was throwing a rod, it was nailing so badly. I thought with the refineries at 80% ULSD now it might be worth the chance at 20 cents a gallon less. Results are a smooth running, no smoke, plenty of power and quiet engine - well worth the risk

. It's not quite as good as the good Shell station, but every bit as good as name brand stations I've used in the past - Texaco, BP, Chevron, Amoco. I also noticed lots of diesel pickup trucks fueling there. For this area, a consistent volume of diesel traffic seems to be one good indicator of decent fuel.