BP Ultimate Diesel for me.
Additives don't water the stuff down at all. In fact, the opposite applies in that the top quality fuels contain a more comprehensive additive package that the cheap stuff.
I find my car quite sensitive to different fuel. Tesco diesel causes the particle filter to regenerate excessively and I find it down on torque and power compared to BP Ult.
I have yet to conduct an exhaustive and scientific test but we did find on the dyno that supermarket diesel gave 187bhp but BP Ultimate with Millers added as well gave 197!
This sort of fits with the cetane rating improvement but I'd have to repeat this several times with several batches of fuel to confirm this.
That said, it does drive differently on the posh stuff - but perception is very hard to quantify.