I don't have any of my own evidence but after reading a sticky article out of this Forum, I use premium diesel or diesel that has higher cetane than stock. It makes sense and thats why I do it. Looking at my fuelly account, I'm somewhere in the top quarter of JSW TDIs who participate. Seems fair enough.
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2) Run a good quality fuel. In the west Chevron seems to by far bring the best numbers. A poor quality fuel will lower MPG by up to 5. Just because it's a truck stop it usually means you are putting crap in your tank (especially Flying J). In the midwest BP/Amoco are great--both BP and Chevron have stated that they won't have Cetane under 49, which is what our cars need. If you're filling with crappy fuel run an additive. Anything up to B20 won't really have an effect on your mileage. B100 will lower it by ~5 MPG. These numbers are taken with over 150,000 miles of careful calculations over the course of many years, different cars, and different seasons.
Example: If you get 40 MPG from Flying J at $4.25/gallon, and 45 MPG from Chevron/BP at $4.49/gallon, you are paying $.10625/mile with the J, and $.09978/mile with the higher quality fuel. (And if you find a quality station next to a truck stop often the difference in price is less than $.05/gallon!) You actually save $64 just in fuel over the course of 10,000 miles by buying the more expensive fuel. This says nothing for what you might save in maintenance (injection pump and the rest of the fuel system) over the course of time. Just because it's expensive doesn't mean it's good. I've called lots of corporate offices and have numbers on the following cetane levels*** (See end of post)"
Source:
http://forums.tdiclub.com/showthread.php?t=200694
Someone pointed out that higher Cetane doesn't always mean better lubricity or better fuel. Yes, they are correct. It doesn't always mean that.
Take it as you may, fuel however you'd like to fuel. I'll use the higher Cetane stuff.
I also chose to fill-up at premium diesel stations since we have a lack of biodiesel up here in the NYC area. The only stations that sell Bio are 30-40 cents costlier that what I pay for and only sell B20. I would try it, except I want to keep my fuel at B5 and below.