Really glad you didn't let yourself be taken advantage of!
We use a credit card. Ours doesn't charge any foreign exchange fees and gives a percentage back, a win win situation.
There may still be a station or two way out in the boonies that doesn't have internet, but they should be few and far between.
Yes, we always keep the paperwork until we see it posted correctly at the bank.
IF the person pumping is honest, and especially if they do the windshield or make conversation, don't forget to tip. We usually do 10p for our car, 20 for the moho.