In a completely unscientific way, I have compared my mpg values between brands.
I now keep track of the gasoline brand in my mileage log. I used to be a firm believer in Chevron, and my previous MINI Cooper S seemed to run better on Techron, but it ate premium. For my 05 Prius II, so far I have gotten better mileage with Coastal gasoline, but that may be a coincidence.