You guys blow me away. Pretty much, gasoline is gasoline, brand to brand. It is so closely regulated and scrutinized that really the difference from brand to brand will be incredibly small. It all comes from the same basic oil tankers, to the same basic oil refineries. Shell is doing more then a fair amount of off-shore oil drilling, and trying to break ties w/ the Oil Sheiks, so I almost expect their fuel to cost a bit more. However, I usually buy from ARCO or whomever has the lowest price for 91 (the highest it goes around here) that is still a power-player in the oil industry (Shell, BP, Mobil, etc.), and I don't see a difference.
Just as a thought, the difference you are seeing could be explained from the use of "oxygenated" fuels, or through the use of higher ethenol content. Both of these changes could result in less energy per gallon, which might be causing your right foot to put more into keeping the car at the acceleration and power levels you are used to, as well as a car on cruise-control using more fuel to maintain speed. It would be a small difference, but it could add up.