I always use Costco gas. It is significantly cheaper and there are millions of other people who use it in their much higher performance cars than GTI's without issue. If your mpg dropped 5 mpg there is definitely a different factor than the gas. There is no way that you would lose that much because of the gas type. Shell and Chevron use marketing tactics to trick you into paying their higher prices. Its not better gas. The only places you need to watch out for are the no-name non-chain stations.