Colin,
If the designers of your car fitted the engine with the necessary sensors and programmed the computer to respond to increased Octane rated fuel, then you should notice a difference.
The "Other Clive" wifes' SAAB 9000 Turbo will have a knock sensor on one of the engine cylinders, and the computer will advance the tuning until it detects the engine pinking, then detune itself just a bit - so it's always running on an optimum setting.
The two "improved" fuels - Shell V-Power and BP Ultimate - both Diesel and Petrol - can make a significant difference to fuel consumption and at the same time reduce emissions.
For instance my MB C270 CDI achieves 51+ mpg on standard Shell diesel, but 54+ mpg over exactly the same route when I use V-Power - same temperature and weather - car speed controlled by the speed limiter to 100 kph.
So I save about 6% on fuel consumption and the fuel costs about 6% more in Holland, but perhaps most important of all - the amount of diesel smoke is reduced by about half - and this engine is a clean diesel to start with. BP (Aral) Ultimate fuel gives similar gains.
But whether the improved performance or better fuel consumption are worth the extra cost when used in your 4x4 is something you'll need to discover for yourself.
I really agree with the people that recommended that you make sure that the tyres are at the correct pressure, correct engine oil - fully synthetic oil in the engine and gearbox makes a big difference to fuel consumption, and adopting a driving style that tries to be more predictive of what's going to happen ahead.
Robert