Many gasoline retailers would have you believe that their gas is going to get you better mileage than other brands of gas.
Octane is what differentiates the performance of gasoline. Gas is refined to government specifications, which are the same for any given octane grade regardless of name brand. Refer to your vehicle owner's manual to find the minimum octane rating required for your vehicle.
Be sure you are buying the correct octane for your vehicle and don't be swayed by name brands.