This still doesn't explain why I consistently get 2-3mpg more with Shell than costco gas. I too was interested in finding out and did my own experiment over the course of a month to compare the difference. After seeing a consistent 2-3mpg avg per gallon over about 3 tanks, I never went back to Costco/Non-top tier gas again. I have a very consistent driving pattern related to work and I did both hwy and city driving and each time recorded the miles per tank divided by gallons.I had the fortune of being to take a tour of my local Valero refinery here in Memphis, TN. They supply all of the gas within a 150 mile radius of Memphis. One of the gentleman on our tour (who is also a chemical engineer) was answering questions. I asked him this exact question and he explained all of the base gasoline is the same. The additives packages that are unique to each manufacturer are then added to make it "different." For the non brand name gas such as Costco, Kroger, etc., a generic additive package is added, that is as good as the others in relation to cleaning deposits. I flat out asked if this was inferior to the others, and he simply said that there is no emperical evidence to show otherwise. In fact the generic additive has to meet the same standards as the other additives.
Bottom line, it seems like you are doing no injustice by filling up at non top tier stations. But if it gives you piece of mind, go for it!