Apparently Esso Premium 97 is the best, followed by BP Ultimate then Optimax. The theory is that with a better fuel the engine doesn't have to work as hard at any given time because the fuel burns better, therefore making it run more efficiently and making up for the extra cost.
In real life it depends on the engine I suppose, just don't use supermarket fuel that stuff is nasty, often full of all kinds of crap even sand in one case!