At the petrol station (as you call "the pump"), there are four choices.
1. 95 unleaded
2. 98 unleaded
3. Diesel (which is excellent for economy, and very popular)
4. LPG (liquid petroleum gas)
The choices stay the same whether it is winter or summer, the higher octane fuels work just as well in summer as in winter.
What we do is choose different oils mate, depending on what climate you come from, as the temps in the EU vary wildly. -38C in Poland in January, but this winter was unusually harsh for everyone.
Diesel is the best choice, and I heard it has a bad rap in the USA, but we don't use agricultural fuel in diesel cars, in fact, it will destroy the engines.
Diesel gets 80mpg in modern vehicles. Don't think they sell in the USA though. Not sure.... google BMW efficient dynamics for a good example.
