I agree... I did do some (pretty unscientific) testing with standard 95 vs Tesco 99 when I was doing a fair bit of town driving a while back. I ended up getting 19.5 with 95 RON and about 21 with 99 RON. So, that's about 7-8% better and that probably matches the cost difference (may even save some).
Sure, it may not be the case all the time, but then you're being better to the engine, getting more power when you need it and not spending any more, it's pretty cool. If you believe the marketting hype, you're saving the planet using Tesco 99 too! I think you'd be better off with a Prius for the latter though!