I think back in the 50s, 60s and even 70s, there was a lot of bad gas, gas with too much water, junk, etc. Standards are higher now. In fact, in many areas, your gas simply comes from the nearest refinery, even if the refinery is owned by a different company than the station where you fill up. They simply make it to the minimum specifications. Even on the odd chance the tanker that fills up the station has the same brand name on it, you don't really know where the gas inside was refined. Unless you happen to live really close to a Chevron refinery, I wouldn't assume the gas at a Chevron station is made at a Chevron refinery or comes from a Chevron well. Maybe it does, most likely it doesn't, or at least not all of it. It's likely a mix of gas from all nearby refineries that distribute through a local terminal/storage facility, with any required additives added before it goes to your brand's station. As for the additives, a lot of that is marketing I would guess, but perhaps they are a genuine selling point. You could always buy the cheapest gas available and throw in a bottle of Chevron Techron once or twice a year and still come out ahead;-)
Going to a specific brand's station probably does mean a little bit more of the profits go to that parent company, though. For example, if you don't want to support a dictatorship in Venezuela, you might send a few pennies less to their government by avoiding Citgo stations.
http://www.eia.gov/energyexplained/index.cfm?page=gasoline_where
Keep in mind that if you see differences in fuel economy over time from one station to another, it could be differences in the pumps. Most states require them to be within a certain range of accuracy, but a pump that gives you a little less gas for the money can also make a difference.
I used to fill up only at one of a few select major brands for the same line of reasoning that it would be better for the car. Now I generally fill up at Costco or Meijer or whoever is cheapest, assuming that I have no idea who really makes the gas to what quality levels anyway. I have generally avoided BP stations since the gulf incident. Sadly, I'm sure this sentiment hurts the local owners more than the company, but there seemed to be a corporate wide level of negligence, unlike the Exxon fiasco. Too bad, because Amoco used to be my preferred brand years ago before BP bought them, as they were a local Chicago company.