The cheap stations don't have a national advertising budget or the fancy, and expensive giant signs etc. so they don't have to charge as much. And from what I know, they buy the exact same fuel the big guys buy. Perhaps those big guys add their own secret ingredients but from what I've read, additives don't do much for the average user.
I'll just keep to buying the low cost stuff. But I won't drive out of my way to find it. Not at 10 MPG. I usually check the internet for the best price in an area I travel to.