I've tried running a few, like Amsoil, PowerService, Lucas etc mixing it with Shell V-Power diesel and found no improvement in MPG at all. A little more torque in a gear, less likely to downshift that's most evident difference which I didn't like, considering the tranny/diff is already too lazy for my taste. Now I just use the V-Power, I find it the best of everything. Works fine in Canadian winter as well, since it's already premixed with antigel additives.
Retired: 2005 N52 E90 330i Sport 6AT
Retired: 2007 N54 E92 335i Sport 6AT
Current: 2012 M57 E70 X5 xDrive35D