Well I was just about to reply to Bash and Chris saying it probably doesn't matter what you stick in an XUD/TUD...looks like I'm wrong there then! 
I used to only use Shell when I had the Golf's, Vec and most of the HDi's, but switched to Sainsburys with the later HDis as I had less income and didn't seem to make any difference except a little extra coal on the boot lid (though I don't want extra coal in the DPF now). Shell points system is pretty poor and at least I get Nectar points on Sainsburys lol. The Shells always seem to be more expensive as well. Since getting the Focus I mostly used Sainsburys or BP until recently where I just use whatevers cheapest (being Tesco last time).
I used to only use Shell when I had the Golf's, Vec and most of the HDi's, but switched to Sainsburys with the later HDis as I had less income and didn't seem to make any difference except a little extra coal on the boot lid (though I don't want extra coal in the DPF now). Shell points system is pretty poor and at least I get Nectar points on Sainsburys lol. The Shells always seem to be more expensive as well. Since getting the Focus I mostly used Sainsburys or BP until recently where I just use whatevers cheapest (being Tesco last time).