For legal reasons stay away from "off road" dyed diesel fuel. Basically it is sold without the regular road tax attached to "on road" diesel. Thus could be a bad day if you get stopped and they check your tank.
#1 is mainly for cold climates to keep it from gelling.
#2 is the standard. But some stations sell a standard and premium versions. Couldn't tell you what makes it "premium" but does not seem to give any perceptible gain in MPG.