Not used Jet yet, but i'm almost at the end of my Shell fuelsave tank and it looks like it's going to be around 43mpg actual. The response of the car seems a little laggier than normal when you first put your foot down from lowish revs but after that initial lag the car responds very well. The car's mpg has been generally ok, except when the regens have happened. On Shell, the regens have hammered my mpg, giving me around 36mpg for the regen affected commute, when Esso or BP would have dipped to around 40mpg.
For my experiences I would have to recommend BP standard diesel highest for overall mpg and response/performance, followed by BP, Sainsburys, Shell fuelsave and Shell V-power. Apart from the V-power (41mpg), there hasn't been a massive difference in overall tank mpg between them (43 - 45mpg), and I have yet to do a really long journey (>100 miles) in my GTD.
Anyone else have a "favourite" fuel?