Is there a difference between the cheaper gas stations and the more expensive one?

In my area there are gas station brands which tend to be cheaper (e.g. 76) and others which tend to be more expensive (e.g. Chevron, Shell), even on the same octane number. The difference can be up to 10% or even more. Going for the cheap one seems to be a good frugal choice. Is this always true, or is there a catch to this?