from what i have heard the most important thing is how long the fuel has been sitting in the petrol station and fresh fuel will give better performance, so supermarket fuel so long as it's a busy one may give better performance, especially Tesco 99
I put some Waitrose Boggo 95 stuff in a few days ago. I don't think i know the car well enough yet to work out whether i can tell the difference, but the mpg is exactly the same, and lower down the revs i'm pretty sure it's not detectable.
Always use high octance in mine unless i get caught short on the motorway (service station wanted 138p for super). I am sure there is a difference, but only when you really put your foot down. It is meant to prolong the time to the service period, not sure how true that is.