I participate in a couple of different forums and one of the things that I have noticed is that there tend to be some "self proclaimed experts" on them, I am not one of these. I can and do make mistakes, but I also am able to learn from almost anybody. My wife refers to me as a "Jack of all trades, master of what interests me at the moment." So PLEASE take this in the spirit in which it is intended, which is to help, not to tell somebody how to do things.
I have worked for a retail/wholesale fuel distributor and oil company for quite a few years. Please allow me to clarify a few things regarding fuels.
Ultra-Low Sulphur Diesel (ULSD) = up to 15ppm sulphur mandated by Big Brother starting in 2007
Low Sulphur Diesel (LSD) = up to 500ppm sulphur which is what we used to burn before ULSD, good stuff for an older engine.
Non Road, Locomotive Marine (NRLM) = up to 500ppm sulphur and it is ALWAYS dyed red at the refinery before it is loaded in a truck or rail car.
Red or Dyed Diesel (Off Road diesel sold at most gas stations) = Usually this is ULSD simply because it's easier to get. Once in a while a supplier will get their hands on some really good priced NRLM and use it in their dyed diesel tanks but seldom. Typically the vast majority of NRLM gets put into locomotives or diesel powered boats.
Let's begin with a few things about gasoline.
There IS a difference between "branded" and "unbranded" gasoline. "Branded" gasoline (Exxon, Shell, Conoco, etc.) is considered "Top Tier" fuel. As such it contains additives which the "unbranded" fuels do not. These additives have less to do with mpg than they do protecting your engine and injectors, if you drive an antique vehicle with a carborator use what ever is cheapest, if it burns and doesn't ping you're good to go. For most of you out there who have vehicles with fuel injectors, try to avoid using "unbranded" gasoline constantly. The additives in the "Top Tier" fuels aren't necessary each and every fill-up but you do want to try and buy "Top Tier" gasoline at least every fourth fill-up, those additives will actually save you more money in repairs than they will cost you in the price of the fuel eventually. This is especially true with the 10% Ethanol gasolines that are now being required in a lot of areas.
Differences in "Branded" vs "Unbranded" Diesel Fuels
Much like gasoline, "Branded" diesel fuel also contains additives but that's where the difference ends. The additives for instance that Exxon puts into their diesel fuel really don't make that much difference in the fuel. You are basically better off to use your own additives in diesel fuel, things like Stanodyne, Power Service or Howes are superior to the ones that the oil companies use. Diesel fuel is actually more regulated that gasoline by the government and no matter who made it, it's pretty much the same stuff. Feel free to buy the cheapest diesel fuel you can get your hands on and just use your own additives.
Modern ULSD loves to absorb water, although the water that is held in suspension won't hurt your engine as it simply goes right through with the fuel it causes problems in other ways. Anaerobic bacteria loves to call that water home and that bacteria doesn't fit through your fuel filters well, this leads to clogged fuel filters. The best way to avoid this is to buy your diesel fuel some place that sells a LOT of it, truck stops are excellent places for this. I will tell you that since "Branded" diesel fuel tends to be quite a bit more expensive than "Unbranded", the fuel tends to sell slower and sit in the tanks longer. This combined with the fact that stations like this seldom keep those under-ground tanks topped off means that moisture/water is a very real problem. If you're pumping fuel into your tank and find that it's moving VERY slow, this is an indication that the on-pump filter is dirty/clogged, hang up the nozzle and move on to another station. If that fuel is contaminating the filter on their pumps you definitely don't want it in your tank.
Red or Dyed Diesel
It is ILLEGAL to use Dyed Diesel in a vehicle operated on public roads!! Although the likelyhood of being caught if you don't own a farm are minimal, the consequences are huge. The rules are inforced by the IRS and if you're like most of us, the last thing you want is to have the IRS become your penpal. Having given this disclaimer.....
Dyed and Clear diesel are the same, absolutely NO difference other than the color. When we load fuel tankers at the refineries the Clear and the Dyed diesel often come out of the same load head. The difference is that when loading Dyed a red dye is injected every 50 gallons, other than that there is no difference. Earlier I stated that sometimes NRLM is substituted for ULSD Dyed, this normally only happens infrequently and will only become more infrequent as time goes on. Agricultural equipment manufacturers are eventually going to have to comply with emissions standards so it's becoming more rare to find NRLM being used as off-road diesel, there's too much risk of harming an engine designed to burn ULSD.
#1 Diesel vs. #2 Diesel
Typically #1 Diesel has been referred to as "Winter" diesel. What this means is that it has a lower "Cloud Point". In english this means that it will gel at a lower temperature than #2 Diesel will. Unfortunately since the introduction of ULSD this lower "Cloud Point" really doesn't mean much. Pretty much ALL ULSD and bio-diesel gels relatively easily when the temperature drops below 25 degrees and when it drops below zero not much with a diesel engine is going to move unless it has been left running and the fuel kept warm. #1 Diesel has a lower Cetane level and as such has less potential for produced energy, i.e. lower fuel mileage. Since #1 Diesel costs considerably more than #2 Diesel, that drop in fuel mileage is a double hit. Here again you are usually better off using your own additive on #2 Diesel to prevent gelling than you are to buy the more expensive #1 Diesel. One thing that I will recommend highly against though is the addition of gasoline or Diesel 911 as an additive. Chemically, adding gasoline to a light distillate such as diesel fuel is dangerous, although the likelyhood of an explosion is very low, it would be embarrasing trying to explain to your insurance company exactly how you blew yourself up. Diesel 911 is alcohol and can be safely poured into diesel fuel but it is extremely hard on injectors and pumps, use it only in emergencies, ergo the name 911.
I hope that at least some of the above information has been useful, I'm sure that I probably left something out. Thanks for allowing me to ramble on and empty my brain of some of its useless contents.