I think there's less difference in the petrols now than there was when supermarkets started selling. I had a Vauxhall back then with the red top 2 litre, and it did not like Tesco unleaded at all, so I ended up with mountains of tiger tokens from the Esso garage. These days, however, I think that while Shell, Esso, etc. may still be better quality fuel, the differences are marginal.
Diesel is another matter, our Terrano still does not like our local Morrisons' diesel, especially in the winter when it gels terribly. Some also suspect that lack of lubrication in cheap diesels has some part to play in common rail injector pump failures in cars that are particularly prone to this, Renault 1.5dci, Ford 2.0 TDCi for example. Some cars fail catastrophically at lowish mileages, whilst others go on to do hundreds of thousands without a problem, and some say the fuel has something to do with it.
It's also worth noting though that Tesco Momentum is 99 RON, one of the highest available on pumps here.