94 sunoco vs 91 shell is a tough sell. I've used sunoco 94 almost exclusively because the sunoco is nearby + it used to pay for my CAA. I've used shell 91 too, no problems. I really think the difference between the two is minimal, there are advantages to ethanol, (ethanol gives you a higher RON, hence higher octane rating), however, if you really want to be picky, you can always run shell 91 with an octane booster.
use the grade of fuel that it says on the fuel cap? i'm pretty sure my bmw says 89 not 91, so technically, even 91 is a waste. There's very little downside to using a higher grade fuel, sure, you may not NEED the higher octane, but its not going to hurt your performance (ethanol, however, might). In the winter, running 94 might be unnecessary, since the cold weather can adversely affect the fuel, and this may cause premature detonation. However, i wouldn't worry about it.
Also, you're not going to notice much of a difference in fuel consumption if you drive the same. the 3.38 gives you a lot more usable power, because your car spends more time in the power band, however, if you're not heavy on the gas, you'll get almost the exact same fuel mileage. However, something tells me you're gonna be beating on it more (i do too
) if you try hard enough, you can get about 250km out of a tank by beating on it all the time.