Which Diesel?

[MX-5 Lazza]

I'm not talking about the engines, it's the devil-oil itself I'm asking about.
I have a 11 plate W204 C220 CDI BE and have tried it on a few different diesels and have been surprised at just how different they can be.
Shell - Seems to be fine. Engine is quiet, smooth and economical.
Esso - Not much different. Maybe just a touch rougher.
Tesco - Probably just a touch rougher than the Esso. I do most of my shopping at Tesco so the loyalty discount on the fuel makes it my diesel of choice.
Sainsburys - I was very low on fuel 2 weeks ago and just filled up the first place I found which was a Sainsburys. It feels terrible. It still seems to have the power and has only lost a touch of economy but it sounds and feels rough. It actually sounds like it's cold all the time. I can't wait to get rid of it and go back to one of the above!

So from your own experiences, which fuels are ones to go for and which should be avoided?

On a related note - some places sell a "premium diesel". I haven't tried any of these yet. Are they worth it?

[peaktorque]

I've used all of the above and never noticed any differance, apart from the price.

[s70rmp]

I have the same car and age and gave been running it on shell nitro for last 7k
Car is smoother on it

Currently in Calais after a 3000 mike run across Europe and have been very impressed with the car as I only got it in July

I'm going to stick with shell nitro and if I have to bp ultimate

[Viperzs]

Funny, I've only ever put Shell in mine. Running on Diesel Nitro all the time seems a bit overkill on a 220 though. I'd be more inclined to use Nitro if I had a 350CDI...

[MX-5 Lazza]

I'll try it on my next fill-up and see if it makes a noticeable difference.