How do you tell how good a particular station's diesel is? I know with gas you can look at octane level but how do you know what kind of diesel they are selling? I have bought a few tanks from the local Super Walmart that just opened up by my house and it seems like my mileage has dropped off.

Resist the convenience and find a high-volume diesel seller such as a truck stop. I even avoid the stations with nasty, dirty pumps regardless of how many trucks buy diesel there. Also, watch out for the green colored nozzles at Pilot stations - it may be gas!