You often hear people stating that there is no difference between supermarket fuel and the big brands because they recently saw the local Tesco station being filled up by a tanker with Esso written on the side.
As I understand it, being yet to purchase my own filling station, the raw fuel that is delivered from the tanker is supplimented by an "additive pack". This additive pack is a closely guarded secret and contains detergents, anti-gumming agents for diesel etc.
Whilst your local Tesco may get their fuel from an Esso distribution point, the additive pack means that the fuel from the pump is not the same as the one you get from the Esso station down the road. This explains the issue Tesco had with damaging peoples lambda sensors a while back.
If you accept that there is a difference in performance between supermarket petrol and the main brands (which there are plenty of reports to suggest), the additive pack is going to be the primary differentiator (ignoring procedures about tank draining, cleaning, RON deteroration over time, etc). If filling station additives make such a difference, it seems unfair to rule out aftermarket additives such as Millers and Redex as being Snake Oil.
Some of the aftermarket additives promise an increase in RON. Assuming this is correct, the right car will be able to advance the ignition timing and give greater power and efficiency, as is the case with V-Power.
Personally I fill up with Shell V-Power diesel. If I had to fill up from the local Tesco (which is the same price incidentally), I'd be using Millers Diesel Plus on each fill.