Generally speaking ALL fuels come from the same UK refineries and ALL meet the same quality standards (EN228 for petrol & EN590 for diesel). The only difference is the additives which may boost octane and help prevent gumming up of fuel lines / injectors etc. There have been rumours in the past that some supermarkets have on occasion imported 'excess production' from outside Europe but I suspect the administrative complexities of doing so are a pretty big deterrent as they would still be legally obliged to meet EN2228 and EN590 if they wanted to sell it in the UK.
That said, Ethanol content does have an impact. Ethanol is added by almost all manufacturers as it's a cheap easy way to boost octane rating and because it's an oxygenator it results in less harmful emissions (the primary reason for government legislation for it's use). The vast majority of fuels in this country are UPTO 5% ethanol but 10% has been rumoured for a long time and is undoubtedly on it's way. It's supposed to be clearly identified on the pump in terms of an E no. e.g. E5, E10 etc.
Ethanol has a lower calorie value than petrol so inevitably mpg suffers (about 3-5% for E10) BUT it has good anti-knock properties so may allow more ignition advance and hence power output. It's very hygroscopic unfortunately meaning it absorbs moisture. This can be a problem if you leave fuel sat in a tank for prolonged periods as you can get quite a lot of water forming at the bottom of the fuel tank and cause starting problems / rough running. Finally it can react quite badly with certain plastics, rubbers and seals, but any car manufactured after 2002 is likely to be fine and EVERY car manufactured after 2011 HAS to be compatible by law.