Next time you head to the grocery store, look for the gas pumps. Seems like every grocery chain and megastore has them. Most of them tend to have prices a bit below the usual stand-alone station -- especially during their grand openings ;)
And to encourage your one-stop shopping, some offer money off if you buy certain products, or spend a predetermined amount. In my city, one grocery chain offers 10 cents off per gallon if :
You spend $100 in groceries in a month;
Buy $50 in gift cards;
Fill 2 prescriptions at their pharmacy.