Look for reputable station with a fair bit of diesel traffic so you know the fuel is rotated nicely. Watch the attendant like a hawk - if u r in NJ or Oregon, making sure they don't pump it full of gasoline.
Here in NJ there's about 40 cents worth of price difference, per gallon of diesel - sometimes within 1/2 mile radius, depending on county, township etc etc. In other words, you can pay $3.80/G in spot A and $4.20 in spot B just a mile down the road.
Diesel seems to be few cent more expensive compared to premium gasoline.