They require Diesel Emission Fluid aka DEF which is 30% Urea. One company has branded their stuff: BlueDEF but I never noticed that it was blue, and it is the most expensive. It does come in a blue box. And lastly it is no different than the generic DEF like Walmart's or the stuff sold at some truck stops.
Buying the cheap stuff costs $6-7/2.5 gallons and will last thousands of miles. The extra cost is minimal, a few cents a mile. Worth it to reduce NOx emissions which are a major contributer to smog.