Octane is a measurement of Anti-knock capability of the fuel. If you burn 87 octane fine in California, then you'll most likely do fine with 85 in the mountain states. 85 is considered "regular" unleaded at higher altitudes due to the lower atmospheric pressure. 85 octane at altitude is similar to 87 octane at sea level.
Octane has nothing to do with the energy content of the fuel, but it's resistance to preignition detonation (knocking). Try a tank of 85 octane. If you don't hear pinging when under load, you'll be fine. If you do hear pinging, then switch to higher octane fuel and pay the higher price.