Although my "testing" over the weekend showed less than 1% difference between "regular" and "premium" gas, others have pointed out that there are other differences and they are basically correct.
Speaking only for the US, different parts of the country get different blends of fuel at different parts of the year.
In Chicago, we get a "winter blend" that always gets blamed for an increase in fuel prices.
When the winter blend is gone, it also gets blamed for an increase in fuel prices in the Spring.
Also- you know those signs at the pump that say "may contain UP TO 10% Ethanol"? Ethanol is used as an octane booster, so guess which fuel has the most ethanol?
Premium. At least in my area. And ethanol has about 30% less energy released when burned than gasoline.
After 10 years of driving back and forth between Chicago and Atlanta, I've noticed a marked difference (10% increase) in milage once I start filling up in Southern Indiana and parts south. I do not know what is different about the fuel, but I get better milage and it is cheaper.
Comparing milage and fuels around the country(s) becomes rather difficult because of variables like this as well as your tires, the road surface, your speed, head winds....