Hi Allen,
The Fifth Gear test was a little bit misleading.
They tested some Octane improvers for Petrol engines, and whilst these additives are known to raise the Octane value - you also need to reset the engine to benefit from the raised Octane value - and whilst some car engines (or more correctly the ECU) will do this automatically, the programme just ran the car un-modified. So it's no surprise that no benefit was seen.
Likewise Diesel Cetane improvers will only really work on diesel engines that can automatically re-tune to use the higher performance fuel - and that means a Euro IV or IV+ generation engine. Older engines could reap the full benefit if the engine was (workshop) tuned to use the higher rated fuel.
The same proviso applies to the new "synthesised" petrol and diesel fuels, like Shell V-Power, and BP Ultimate.
Answering Robert's original question:
Driving a modern Euro IV+ diesel engined car, my preference is to use:
1. Synthesised fuel - like Shell V-Power, BP Ultimate or Total Excellium
2. Standard brand name fuel
3. Supermarket fuel - the Cetane rating is the same as the branded diesel fuel - but unless you know the source of the fuel, you can't assume that the pump lubrication additive pack (added at the refinery) will be as advanced as the branded fuel
Adding a third party performance additive could invalidate the engine warranty, but it would be an interesting technical argument for the manufacturer to refute that it's OK to use a 55 Cetane fuel but not a 51 Cetane fuel that has been raised to an intermediate index.
By the way, it's pretty easy to check if an additive has been used, even after many tanks of fuel - the Millers Sport4 additive in particular has a very persistent and recognisable smell.
Robert