Found this great site recently, it lets you search your area (in the UK) for the cheapest petrol and diesel and shows the results on a map. I use this most weeks with the prices fluctuating so much.
The nearest to me is Tesco and I always thought that was quite cheap, but now I pay 3 or 4p less per litre, and that adds up!
Try it yourself:
www.petrolprices.com